Tail-Risk Hedging: Asymmetric Options and Non-Linear Payoffs in Fragile Markets - Brossura

Whitmore, Sterling

Brossura

ISBN 13: 9798188413989

Casa editrice: Independently published, 2026

Riassunto

Reactive Publishing

In volatile macro environments, conventional diversification models often break down precisely when protection is needed most. Tail-Risk Hedging & Asymmetric Options provides a precise framework for constructing derivative structures designed to withstand extreme market dislocation.

Written for portfolio managers, options traders, and risk strategists, this volume moves past basic directional plays to explore the mechanics of non-linear payoff profiles.

Key topics covered include:

• Asymmetric Structure Design: Core principles behind convex payoff profiles and tail-risk positioning.

• Volatility Architecture: Evaluating implied volatility surfaces, skew dynamics, and path dependence in stressed conditions.

• Capital Efficiency: Balancing drag, carry costs, and execution timing when maintaining ongoing downside protection.

• Market Fragility Dynamics: Analyzing structural liquidity risks and systemic vulnerabilities across modern asset classes.

Designed as an analytical reference, this book outlines the quantitative and structural considerations required to engineer anti-fragile options frameworks in shifting markets.

Dettagli dell'edizione

• Editore: Independently published
• Data di pubblicazione: 2026
• Lingua: Inglese
• ISBN 13: 9798188413989
• Rilegatura: Copertina flessibile
• Numero di pagine: 545
• Redattore: Schwartz Alice
• Contatto del produttore: Manufactured by Amazon on behalf of the author; https://www.amazon.it/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Lussemburgo