Dynamic Hedging

Dynamic Hedging
Author :
Publisher : John Wiley & Sons
Total Pages : 536
Release :
ISBN-10 : 0471152803
ISBN-13 : 9780471152804
Rating : 4/5 (03 Downloads)

Book Synopsis Dynamic Hedging by : Nassim Nicholas Taleb

Download or read book Dynamic Hedging written by Nassim Nicholas Taleb and published by John Wiley & Sons. This book was released on 1997-01-14 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. 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.


Dynamic Hedging Related Books

Dynamic Hedging
Language: en
Pages: 536
Authors: Nassim Nicholas Taleb
Categories: Business & Economics
Type: BOOK - Published: 1997-01-14 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money m
Trading and Pricing Financial Derivatives
Language: en
Pages: 273
Authors: Patrick Boyle
Categories: Business & Economics
Type: BOOK - Published: 2018-12-17 - Publisher: Walter de Gruyter GmbH & Co KG

DOWNLOAD EBOOK

Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowle
An Option Greeks Primer
Language: en
Pages: 326
Authors: Jawwad Farid
Categories: Business & Economics
Type: BOOK - Published: 2015-03-23 - Publisher: Springer

DOWNLOAD EBOOK

This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account
Portfolio Insurance
Language: en
Pages: 322
Authors: Donald Luskin
Categories: Business & Economics
Type: BOOK - Published: 1988-03-16 - Publisher: Wiley

DOWNLOAD EBOOK

Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from ze
Hedging Market Exposures
Language: en
Pages: 322
Authors: Oleg V. Bychuk
Categories: Business & Economics
Type: BOOK - Published: 2011-06-28 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Identify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confront