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Dynamic Hedging: Managing Vanilla and Exotic Options: Clinical Approach to Quantitative Finance - Rilegato
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The only complete resource addressing derivative risk. With the fully updated and expanded "Dynamic Hedging, Revised Edition", readers will learn the proven methodologies for monitoring and managing all the risks associated with managing portfolios containing any non-linear security. Presenting risk from the vantage point of the option market maker and arbitrage operator, this book remoulds options theory to fit the practitioner's environment. Replete with helpful tools, market anecdotes, and at-a-glance risk management rules, "Dynamic Hedging, Revised Edition" is a comprehensive reference to the complexities of the options market that provides clear explanations of all the various forms of risk. Nassim Nicholas Taleb (Greenwich, CT) is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. Dr. Taleb was inducted in February 2001 into the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a PhD from University Paris-Dauphine. Over the years, financial professionals around the world have looked to the "Wiley Finance" series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, "Wiley Finance" continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the "Wiley Finance" series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the "Wiley Finance" series is the first and last stop for financial professionals looking to increase their financial expertise.
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