Dynamic Hedging

Author : Nassim Nicholas Taleb

Hardback

Published : Thursday 23 January 1997

ISBN : 9780471152804

Price : €119.34

Description

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.

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