Dynamic Hedging: Managing Risk in Simple and Exotic Options
49.99 €
In stock
Written by trader and bestselling author of The Black Swan, Nassim Nicholas Taleb, this book presents a practical, real-world methodology for monitoring all the risks associated with portfolio management.
The author examines hedging the risks of standard and exotic options as part of a larger framework for risk management. There is no roadmap to this area, as very little has been written on the subject. Taleb aims to provide traders and risk managers with a methodology to understand the complex concepts of engineered derivatives when managing complex positions, as well as to introduce them to the mysterious world of dynamic risk control.
Part I covers market microstructure and products.
Part II provides a basic understanding of vanilla option risk and the tools to measure it.
Part III covers exotic option risk.
Part IV introduces quantitative tools for option analysis.
The author examines hedging the risks of standard and exotic options as part of a larger framework for risk management. There is no roadmap to this area, as very little has been written on the subject. Taleb aims to provide traders and risk managers with a methodology to understand the complex concepts of engineered derivatives when managing complex positions, as well as to introduce them to the mysterious world of dynamic risk control.
Part I covers market microstructure and products.
Part II provides a basic understanding of vanilla option risk and the tools to measure it.
Part III covers exotic option risk.
Part IV introduces quantitative tools for option analysis.
See also:
- All books by the publisher
- All books by the author
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