Dynamic hedging : managing vanilla and exotic options / Nassim Taleb

Author : Taleb, Nassim
Rating :
Dynamic hedging : managing vanilla and exotic opti...

Provides a methodology for managing portfolios containing any nonlinear security and presents risks from the vantage point of the option market maker and arbitrage operator and covers both on-model and off-model derivatives risks

Publisher : New York : John Wiley & Sons Inc
Publish Year : 1996
Page : 506 p
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