[下载] dynamic Hedging - Managing Vanilla And Exotic Options

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BY Nassim Taleb

John wiley&sons, INC

PART I MARKETS, INSTRUMENTS, PEOPLE

PART II MEASURING OPTION RISKS

PART III TRADING AND HEDGING EXOTICS OPTIONS

PART IV MODELS

covers most of the otpics for options, particularly covers most of the hedging techniques, such as delta, gamma and Vegga.

55027.pdf (21.16 MB, 需要: 5 个论坛币)

2006-6-9 06:31:00 上传

[下载] dynamic Hedging - Managing Vanilla And Exotic Options
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关键词：Managing options Dynamic vanilla hedging AND Managing Exotic vanilla hedging