W FINANCIAL ENGINEERING. DINAMIC. HEDGING. MANAGING. VANILLA AND . EXOTIC OPTIONS. Nassim Taleh. Page 2. Page 3. Page 4. Page 5. Page 6. Dynamic Hedging: Managing Vanilla and Exotic Options John Wiley & Sons, Jan 14, – Business & Economics – pages . Wiley finance editions. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to Dynamic Hedging: Managing Vanilla and Exotic Options.
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He has held a variety of senior derivative trading positions in New York and London and worked as an wilwy floor trader in Chicago. Tomcs29 rated it it was amazing Nov 26, Theta and Minor Greeks. The generalized option, which encompasses all instruments withconvex payoff, including a trader’s potential bonus. Added to Your Shopping Cart.
Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Nicholas Taleb
No eBook available Wiley. Some chapters I really enjoyed which are hugely important in practice that you don’t learn in any classroom: Feb 24, Aaron rated it it was amazing. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds mannaging theory to fit the practitioner’s environment. His title Bed of Procrustes made the N.
But once you read those, this one should definitely be next on your list. Taleb does manage to point out convincingly by beating you over the head with it for pages that nonlinear instruments carry with them risks that linear wileu do not. Wendy Yu rated it it was amazing Nov 23, Not for beginners but a great read for anyone interested in the deep details of trading derivatives.
Essential Methods for Investing Success. It is instrumental for both beginning and experiencedtraders.
Taleb is one arrogant dude who loves flooding his books with archaic words which were last employed in the English Language by Geoffrey Chauncer. Dynamic Hedging is replete with helpful tools, market anecdotes, at-a-glance risk management rules distilling years of market lore, and important definitions.
So what do we do with these two poster boys for Muchausen-Syndrome-by-Proxy? Note that the manqging at a Ph.
With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Dec 24, Joel rated it it was ok Shelves: As a larger share of market exposure cannot be properly captured by mathematical managign, noted option arbitrageur Nassim Taleb uniquely covers both on-model and off-model derivatives risks.
WileyTrading: Dynamic Hedging: Managing Vanilla and Exotic Options – Nassim Nicholas Taleb
Liquidity and Liquidity Holes. Theory of Financial Risk and Derivative Pricing: Nassim Nicholas Taleb was born in in Amioun, Lebanon.
I know that, for some bizarre reason, this book became almost a ‘classic’ among option traders why??? Permissions Request permission to reuse content from this site. Dynamic Hedging is replete with helpful tools, market anecdotes,at-a-glance risk management rules distilling years of market lore,and important definitions.
Account Options Sign in. The only complete resource addressing derivative risk With the fully updated and expanded Dynamic Hedging, Revised Edition, readers will learn the proven methodologies for monitoring and managing all the risks associated with managing portfolios containing any nonlinear security.
This Print-on-Demand format will be printed specifically to fill your order. The only book about derivatives risk written by an experiencedtrader In particular the paragraph about the risk manager enquiring about an infinite delta close to the expiration of a binary