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Dynamic Hedging : Managing Vanilla and Exotic Options

By: (Author) Nassim Nicholas Taleb

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Ksh 18,350.00

Format: Hardback or Cased Book

ISBN-10: 0471152803

ISBN-13: 9780471152804

Series: Wiley Finance

Publisher: John Wiley & Sons Inc

Imprint: John Wiley & Sons Inc

Country of Manufacture: US

Country of Publication: GB

Publication Date: Jan 23rd, 1997

Print length: 528 Pages

Weight: 1,128 grams

Dimensions (height x width x thickness): 25.90 x 19.10 x 2.90 cms

Product Classification: Stocks & shares

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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.

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