9780471152804

Dynamic Hedging: Managing Vanilla and Exotic Options

Nassim Taleb

ISBN 10: 0471152803 / 0-471-15280-3
ISBN 13: 9780471152804
Publisher: John Wiley & Sons Inc
Publication Date: 1997
Binding: Hardcover
Editorial Reviews:
Synopsis:

The definitive book on options trading and risk management. - "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-Societe Generale. - "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. - "The most comprehensive, insightful, intuitive work on the subject. It is instrumental for both beginning and experienced traders." Peter Tselepis, Global Risk Manager, Currency Options Trading, Banque Indosuez. - "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." Victor Niederhoffer, Chairman, Niederhoffer Investments.


 

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