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Dynamic Hedging: Managing Risk in Simple and Exotic Options

49.99 €
In stock
Dynamic Hedging: Managing Risk in Simple and Exotic Options
49.99 €
In basket
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.
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