Dynamic Hedging
Taleb, Nassim Nicholas
John Wiley & Sons Inc, 1997
121,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780471152804
- ISBN-10
- 0471152803
- Publisher
- John Wiley & Sons Inc
- Year
- 1997
- Publication date
- 1997-01-23
- Pages
- 528
- Dimensions
- 259x191x29
- Weight
- 1128