Dynamic hedging

managing vanilla and exotic options by Nassim Nicholas Taleb

Publisher: Wiley in New York

Written in English
Cover of: Dynamic hedging | Nassim Nicholas Taleb
Published: Pages: 506 Downloads: 327
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Subjects:

  • Options (Finance),
  • Exotic options (Finance),
  • Hedging (Finance),
  • Derivative securities.

Edition Notes

Includes bibliographical references (p. 490-497) and index.

StatementNassim Taleb.
SeriesWiley series in financial engineering
Classifications
LC ClassificationsHG6024.A3 T35 1997
The Physical Object
Paginationxx, 506 p. :
Number of Pages506
ID Numbers
Open LibraryOL995658M
ISBN 100471152803
LC Control Number96034283

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Nassim Nicholas Taleb (/ ˈ t ɑː l ə b /; alternatively Nessim or Nissim; born ) is a Lebanese-American (of Antiochian Greek descent) essayist, scholar, mathematical statistician, and former option trader and risk analyst, whose work concerns problems of randomness, probability, and book The Black Swan has been described by The Sunday Times as one of the twelve most.

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