Dynamic Hedging: Managing Vanilla and Exotic Options артикул 10267b.
Dynamic Hedging: Managing Vanilla and Exotic Options артикул 10267b.

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedging and arbitrage for professional traders and money managers Watch the professionals From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts одйфе and derivatives But the promise of ever larger profits also creates the potential for catastrophic trading losses Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management Nassim Nicholas Taleb 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 He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago Dr Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame He received an MBA from the Wharton School and a Ph D from University Paris-Dauphine Автор Нассим Николас Талеб Nassim Nicholas Taleb Эссеист, математик и трейдер В сферу его интересов входит эпистемология (раздел философии, изучающий основания знаний) случайности, а также междисциплинарные задачи на неопределенность и знание, особенно в связи с серьезными, трудно предсказуемыми.  ПрижизненноеИздательство: Wiley, 1997 г Суперобложка, 528 стр ISBN 0471152803.