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Dynamic Hedging Managing Vanilla and Exotic Options

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ISBN-10: 0471152803

ISBN-13: 9780471152804

Edition: 1st 1996

Authors: Nassim Nicholas Taleb

List price: $130.00
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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.
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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: 7.30" wide x 10.10" long x 1.20" tall
Weight: 2.728
Language: English

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…    

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