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Nassim Nicholas Taleb

Dynamic Hedging: Managing Vanilla and Exotic Options

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Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure cannot be properly captured by mathematical models, noted option arbitrageur Nassim Taleb uniquely covers both on-model and off-model derivatives risks.The author discusses, in plain English, vital issu… Mehr

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Produktdetails


  • ISBN: 978-0-471-15280-4
  • EAN: 9780471152804
  • Produktnummer: 1168397
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 1997
  • Seitenangabe: 528 S.
  • Masse: H26.0 cm x B18.3 cm x D3.2 cm 1'183 g
  • Reihenbandnummer: 64
  • Gewicht: 1183

Über den Autor


Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.

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