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- catalog abstract ""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. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure cannot be properly captured by mathematical models, noted option arbitrageur Nassim Taleb uniquely covers both on-model and off-model derivatives risks." --Book Jacket.".
- catalog contributor b10191075.
- catalog created "c1997.".
- catalog date "1997".
- catalog date "c1997.".
- catalog dateCopyrighted "c1997.".
- catalog 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. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure cannot be properly captured by mathematical models, noted option arbitrageur Nassim Taleb uniquely covers both on-model and off-model derivatives risks." --Book Jacket.".
- catalog description "Includes bibliographical references (p. 490-497) and index.".
- catalog description "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.".
- catalog extent "xx, 506 p. :".
- catalog identifier "0471152803 (cloth : alk. paper)".
- catalog isPartOf "Wiley series in financial engineering".
- catalog issued "1997".
- catalog issued "c1997.".
- catalog language "eng".
- catalog publisher "New York : John Wiley & Sons,".
- catalog subject "332.64/5 20".
- catalog subject "Derivative securities.".
- catalog subject "Exotic options (Finance)".
- catalog subject "HG6024.A3 T35 1997".
- catalog subject "Hedging (Finance)".
- catalog subject "Options (Finance)".
- catalog tableOfContents "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.".
- catalog title "Dynamic hedging : managing vanilla and exotic options / Nassim Taleb.".
- catalog type "text".