DYNAMIC HEDGING NASSIM TALEB PDF

Would you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? 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.

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Nassim Nicholas Taleb. 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.

He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Introduction to the Instruments. The Generalized Option. Market Making and Market Using. Liquidity and Liquidity Holes.

Arbitrage and the Arbitrageurs. Volatility and Correlation. Barrier Options I. Double Barrier Options. Compound Choosers and Higher Order Options. Multiasset Options. Linear Combinations. Lookback and Asian Options. The Delta. Gamma and Shadow Gamma. Vega and the Volatility Surf ace. Theta and Minor Greeks.

The Greeks and Their Behavior. Fungibility Convergence and Stacking. Some Wrinkles of Option Markets. Bucketing and Topography. Beware the Distribution. Option Trading Concepts. Trading and Hedging Exotic Options. Module B Risk Neutrality Explained. A Graphical Case Study. Module E The ValueatRisk. Module F Probabilistic Rankings in Arbitrage. Module G Option Pricing. Introduction Dynamic Hedging. Part II.

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Dynamic Hedging: Managing Vanilla and Exotic Options

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Dynamic Hedging : Managing Vanilla and Exotic Options

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Nassim Nicholas Taleb. 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.

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