Dynamic Hedging
Managing Vanilla and Exotic Options
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.
Specificaties
| ISBN/EAN | 9780471152804 |
| Auteur | Nassim Nicholas Taleb |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 528 |
| Lengte | |
| Breedte |