Static and Dynamic Hedging - Clinical Approach to Quantitative Finance

Klappentext Dynamic Hedging, Revised Editionis a comprehensive reference to the complexities of the options market which features clear explanations of all the various forms of risk. Fully updated and expanded, this informative guide is replete with helpful tools, market anecdotes, and specific risk management rules. This book contains models in which the fundamental mathematics of derivatives, such as the Brownian motion and the Feynman-Kac solution are presented in intuitive practitioner's language. Zusammenfassung Presents methodologies for monitoring and managing the various risks associated with managing portfolios containing any non-linear security. This guide is a reference to the complexities of the options market and features explanations of the various forms of risk. It also contains helpful tools! market anecdotes! and risk management rules. Inhaltsverzeichnis NYP

Product details

• Authors: Nassim Taleb, Nassim N. Taleb, Nassim Nicholas Taleb, Nassim Nicolas Taleb, Taleb Nassim Nicholas
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 29.02.2020
• EAN: 9780471353478
• ISBN: 978-0-471-35347-8
• No. of pages: 450
• Series: Wiley Finance; Wiley Finance
• Subjects: Social sciences, law, business > Business > Individual industrial sectors, branches; Business & Economics / Investments & Securities / General, Investment and securities, Stocks & Shares