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Dynamic Hedging: Managing Vanilla and Exotic Options

Managing Vanilla and Exotic Options

by Nassim Nicholas Taleb · 1997 · 528 pages

About This Book

A technical reference for professional traders on managing the risks associated with vanilla and exotic options. It provides a practical methodology for monitoring and hedging non-linear derivatives from the perspective of an experienced market maker.

Book Details

Published

1997

Pages

528

Language

en

ISBN

9780471152804

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