Dynamic Hedging, Managing Vanilla And Exotic Options Nassim Taleb

Dynamic Hedging: Managing Vanilla and Exotic Options  

Posted by ksveta6 at Feb. 21, 2015
Dynamic Hedging: Managing Vanilla and Exotic Options

Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Nicholas Taleb
1997 | ISBN: 0471152803 | English | 528 pages | EPUB | 14 MB
Dynamic Hedging: Managing Vanilla and Exotic Options (Repost)

Nassim Nicholas Taleb, "Dynamic Hedging: Managing Vanilla and Exotic Options"
1997 | pages: 515 | ISBN: 0471152803 | DJVU | 4,8 mb
Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance) (Repost)

Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance)
Publisher: Wiley | ISBN: 0471152803 | edition 1997 | PDF | 528 pages | 19,2 mb

Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure cannot be properly captured by mathematical models, noted option arbitrageur Nassim Taleb uniquely covers both on-model and off-model derivatives risks.
The author discusses, in plain English, vital issues, including:
* The generalized option, which encompasses all instruments with convex payoff, including a trader's potential bonus.
* The techniques for trading exotic options, including binary, barrier, multiasset, and Asian options, as well as methods to take into account the wrinkles of

Dynamic Hedging: Managing Vanilla and Exotic Options  

Posted by tot167 at Feb. 9, 2008
Dynamic Hedging: Managing Vanilla and Exotic Options

Nassim Nicholas Taleb “Dynamic Hedging: Managing Vanilla and Exotic Options "
Wiley (January 14, 1997) | ISBN:0471152803 | 528 pages | PDF | 19,2 Mb

Market-Conform Valuation of Options (Repost)  

Posted by DZ123 at July 25, 2011
Market-Conform Valuation of Options (Repost)

Market-Conform Valuation of Options
Publisher: Springer | ISBN: 3540308377 | edition 2006 | PDF | 114 pages | 5,5 mb

The focus of this volume is on the development of new approaches for the market-conform valuation of newly issued derivatives. The first chapter presents a flexible approach to construct the binomial process of the underlying asset price by using a simultaneously backward and forward induction algorithm. This framework can be used to price and hedge a wide range of plain-vanilla and exotic options.
Expert Hadoop Administration: Managing, Tuning, and Securing Spark, YARN, and HDFS

Sam R. Alapati, "Expert Hadoop Administration: Managing, Tuning, and Securing Spark, YARN, and HDFS "
English | ISBN: 0134597192 | 2016 | PDF/EPUB | 848 pages | 17 MB/47 MB
Countering the Proliferation of Weapons of Mass Destruction: NATO and EU Options in the Mediterranean and the Middle East (Cont

Countering the Proliferation of Weapons of Mass Destruction: NATO and EU Options in the Mediterranean and the Middle East (Contemporary Security Studies) by Thanos P. Dokos
English | Dec. 14, 2007 | ISBN: 0714656062 | 239 Pages | PDF | 2 MB

As counter-profileration is expected to become the central element in the new national security policy of the US, such actions will constitute a central element of every major international conflict in the first decades of the 21st century. One of the most important geostrategic phenomena of the past decade has been the extraordinary diffusion of war-making capabilities from the developed North to the developing South. In the eyes of some proliferant states, possessing nuclear, biological and chemical (NBC) weapons would not only add to their regional stature, but would also offer an asymmetrical counter to the West’s massive superiority in conventional forces.
Dynamic Modeling, Empirical Macroeconomics, and Finance: Essays in Honor of Willi Semmler

Dynamic Modeling, Empirical Macroeconomics, and Finance: Essays in Honor of Willi Semmler by Lucas Bernard, Unurjargal Nyambuu
2016 | ISBN: 3319398857 | English | 325 pages | PDF | 9 MB

Clinical Cases in Avian and Exotic Animal Hematology and Cytology (Repost)  eBooks & eLearning

Posted by leonardo78 at Nov. 18, 2016
Clinical Cases in Avian and Exotic Animal Hematology and Cytology (Repost)

Terry W. Campbell, Krystan Grant, "Clinical Cases in Avian and Exotic Animal Hematology and Cytology"
2010 | ISBN: 0813816610 | 392 pages | PDF | 35,6 MB

Clinical Cases in Avian and Exotic Animal Hematology and Cytology demonstrates how to use hemic cytology and cytodiagnosis as part of the assessment of an exotic animal patient, taking the reader through nearly 100 actual clinical cases.
Windows Group Policy Troubleshooting: A Best Practice Guide for Managing Users and PCs Through Group Policy

Kapil Arya, "Windows Group Policy Troubleshooting: A Best Practice Guide for Managing Users and PCs Through Group Policy"
2016 | ISBN-10: 148421885X | 212 pages | PDF, EPUB | 20 MB