Dynamic Hedging Managing Vanilla and Exotic Options

ISBN-10: 0471152803
ISBN-13: 9780471152804
Edition: 1st 1996
List price: $130.00 Buy it from $96.60
This item qualifies for FREE shipping

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

30 day, 100% satisfaction guarantee

If an item you ordered from TextbookRush does not meet your expectations due to an error on our part, simply fill out a return request and then return it by mail within 30 days of ordering it for a full refund of item cost.

Learn more about our returns policy

Description: Exhaustive in its scope, this is a comprehensive reference to the complexities of the options market, with clear explanations of all the various forms of risk.

New Starting from $96.60
what's this?
Rush Rewards U
Members Receive:
coins
coins
You have reached 400 XP and carrot coins. That is the daily max!

Study Briefs

Limited time offer: Get the first one free! (?)

All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.

Add to cart
Study Briefs
Periodic Table Online content $4.95 $1.99
Add to cart
Study Briefs
Medical Terminology Online content $4.95 $1.99
Add to cart
Study Briefs
SQL Online content $4.95 $1.99

Customers also bought

Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading

Book details

List price: $130.00
Edition: 1st
Copyright year: 1996
Publisher: John Wiley & Sons, Incorporated
Publication date: 1/14/1997
Binding: Hardcover
Pages: 528
Size: 7.25" wide x 10.50" long x 1.50" tall
Weight: 1.694
Language: English

Exhaustive in its scope, this is a comprehensive reference to the complexities of the options market, with clear explanations of all the various forms of risk.

Nassim Nicholas Taleb was born in 1960 in Amioun, Lebanon. He is a researcher, essayist, trader, epistemologist, and former practitioner of mathematical finance. Taleb received his bachelors and masters degree in science from the University of Paris. He holds an MBA from the Wharton School at the University of Pennsylvania, and a Ph.D. in Management Science from the University of Paris- Dauphine. Taleb began his financial mathematics career in several of New York City's Wall Street firms before becoming a scholar in the epistemology of chance events, randomness, and the unknown. Taleb's book, Fooled by Randomness, was translated into 23 languages. His book, The Black Swan, was translated into 27 languages and spent several months on the New York Times Bestseller list. Taleb is a Distinguished Professor of Risk Engineering at Polytechnic Institute of New York University and visiting professor of Marketing (Cognitive Science) at London Business School. Taleb has also taught at the University of Massachusetts in Amherst, Courant Institute of New York University, and the Wharton Business School Financial Institutions Center. His title Bed of Procrustes made the N.Y. Times Bestseller List for 2010 and his title Antifragile: Things That Gain from Disorder made The 2012 New York Times Bestseller List.

Markets, Instruments, People
The Generalized Option
Liquidity and Liquidity Holes
Volatility and Correlation
Measuring Option Risks
Gamma and Shadow Gamma
Theta and Minor Greeks
Fungibility, Convergence, and Stacking
Bucketing and Topography
Beware the Distribution
Trading And Hedging Exotic Options
Binary Options: European Style
Compound, Choosers, and Higher Order Options
Multiasset Options
Modules
Risk Neutrality Explained
Correlation Triangles: A Graphical Case Study
Probabilistic Rankings in Arbitrage
Option Pricing
Notes
Bibliography
Index

×
Free shipping on orders over $35*

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

Learn more about the TextbookRush Marketplace.

×