Picture 1 of 1
Picture 1 of 1
Wiley Finance Ser.: Dynamic Hedging : Managing Vanilla and Exotic Options by Nas
US $28.00
Condition:
7 available / 2 sold
Shipping:
Located in: Boaz, Alabama, United States
Delivery:
Estimated between Mon, Jun 17 and Sat, Jun 22 to 43230
Returns:
Payments:
Special financing available. See terms and apply now- for PayPal Credit, opens in a new window or tab
Earn up to 5x points when you use your eBay Mastercard®. Learn moreabout earning points with eBay Mastercard
Shop with confidence
Seller assumes all responsibility for this listing.
eBay item number:375410179740
Item specifics
- Condition
- ISBN
- 9780471152804
- Book Title
- Dynamic Hedging : Managing Vanilla and Exotic Options
- Book Series
- Wiley Finance Ser.
- Item Length
- 10 in
- Publisher
- Wiley & Sons, Incorporated, John
- Edition
- 1
- Publication Year
- 1997
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 1.2 in
- Genre
- Business & Economics, Social Science
- Topic
- Finance / Financial Risk Management, Methodology, Investments & Securities / Options, Investments & Securities / General
- Item Width
- 7 in
- Item Weight
- 36.8 Oz
- Number of Pages
- 528 Pages
About this product
Product Information
Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand 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 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.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471152803
ISBN-13
9780471152804
eBay Product ID (ePID)
430208
Product Key Features
Book Title
Dynamic Hedging : Managing Vanilla and Exotic Options
Edition
1
Format
Hardcover
Language
English
Topic
Finance / Financial Risk Management, Methodology, Investments & Securities / Options, Investments & Securities / General
Book Series
Wiley Finance Ser.
Publication Year
1997
Illustrator
Yes
Genre
Business & Economics, Social Science
Number of Pages
528 Pages
Dimensions
Item Length
10 in
Item Height
1.2 in
Item Width
7 in
Item Weight
36.8 Oz
Additional Product Features
Intended Audience
Trade
Series Volume Number
64
Lc Classification Number
Hg6024.A3t35 1997
Table of Content
Introduction Dynamic Hedging 1 Part 1 Markets, Instruments, People 1 Introduction to the Instruments 9 2 The Generalized Option 38 3 Market Making and Market Using 48 4. Liquidity and Liquidity Holes 68 5 Arbitrage and the Arbitrageurs 80 6 Volatility and Correlation 88 Part II Measuring Option Risks 7 Adapting Black-Scholes-Merton: The Delta 115 8 Gamma and Shadow Gamma 132 9 Vega and the Volatility Surface 147 10 Theta and Minor Greeks 167 11 The Greeks and Their Behavior 191 12 Fungibility, Convergence, and Stacking 208 13 Some Wrinkles of Option Markets 222 14 Bucketing and Topography 229 15 Beware the Distribution 238 16 Option Trading Concepts 256 Part III Trading and Hedging Exotic Options 17 Binary Options: European Style 273 18 Binary Options: American Style 295 19 Barrier Options (I) 312 20 Barrier Options (II) 347 21 Compound, Choosers, and Higher Order Options 376 22 Multiasset Options 383 23 Minor Exotics: Lookback and Asian Options 403 Part IV Modules Module A Brownian Motion on a Spreadsheet, a Tutorial 415 Module B Risk Neutrality Explained 426 Module C Numeraire Relativity and the Two-Country Paradox 431 Module D Correlation Triangles: A Graphical Case Study 438 Module E The Value-at-Risk 445 Module F Probabilistic Rankings in Arbitrage 453 Module G Option Pricing 459 Notes 479 Bibliography 490 Index 499
Copyright Date
1996
Lccn
96-034283
Dewey Decimal
332.6/3228
Dewey Edition
20
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:375410179740
Shipping and handling
Item location:
Boaz, Alabama, United States
Ships to:
United States
Excludes:
Barbados, French Guiana, French Polynesia, Guadeloupe, Libya, Martinique, New Caledonia, Reunion, Russian Federation, Ukraine, Venezuela
| Shipping and handling | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| Free shipping | United States | Economy Shipping (USPS Media MailTM) | Estimated between Mon, Jun 17 and Sat, Jun 22 to 43230 |
| Handling time |
|---|
| Will usually ship within 3 business days of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases. |
Return policy
| Return policy details |
|---|
| Seller does not accept returns |
Refer to eBay Return policyopens in a new tab or window for more details. You are covered by the eBay Money Back Guaranteeopens in a new tab or window if you receive an item that is not as described in the listing.
Payment details
Payment methods
Seller feedback (25)
This item (1)
All items (25)
n***d (76)- Feedback left by buyer.
Past month
Verified purchase
Item arrived as described, in excellent condition.
n***d (76)- Feedback left by buyer.
Past month
Verified purchase
Item arrived as described, in excellent condition.
a***a (188)- Feedback left by buyer.
Past 6 months
Verified purchase
Very well packaged for delivery
i***n (414)- Feedback left by buyer.
Past 6 months
Verified purchase
as listed withfast shipping
Product ratings and reviews
More to explore :
- Finance Textbooks,
- Finance Textbook Textbooks,
- Finance Textbooks in English,
- Finance Paperback Textbooks,
- Wiley Plus School Textbooks & Study Guides,
- Management Textbooks,
- Management Textbook Textbooks,
- Personal Finance Nonfiction Signed Fiction & Books,
- Management Textbooks in English,
- Management Study Guides & Test Prep