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Dynamic Hedging

Author
Nassim Taleb
Type
Book
Link
amazon.com
Cost
Paid
Published
1997
Updated
2007
Full Name
Dynamic Hedging: Managing Vanilla and Exotic Options

Dynamic Hedging is the only practical reference in exotic options hedging and arbitrage for professional traders and money managers. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. It presents risks from the vantage point of the option market maker and arbitrage operator. It provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management.

Praise for Dynamic Hedging

"If pricing is a science and hedging is an art, Taleb is a virtuoso."
— Bruno Dupire, Head of Swaps and Options Research, Paribas Capital Markets

"This is not merely the best book on how options trade, it is the only book."
— Stan Jonas, Managing Director, FIMAT-Société Générale

"Dynamic Hedging bridges the gap between what the best traders know and what the best scholars can prove."
— William Margrabe, President, The William Margrabe Group, Inc.

"A tour de force. That rare find, a book of great practical and theoretical value. Taleb successfully bridges the gap between the academic and the real world. Interesting, provocative, well written. Each chapter worth a fortune to any current or prospective derivatives trader."

Warnings and Disclaimers

The information contained herein is obtained from sources believed to be reliable, but its accuracy cannot be guaranteed. It is not designed to meet your personal financial situation - we are not investment advisors nor do we give personalized investment advice. The opinions expressed herein are those of the publisher and are subject to change without notice. It may become outdated an there is no obligation to update any such information.

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