Dynamic Hedging 在线电子书 图书标签: 金融 风险管理 衍生品 期权 Derivatives trading finance Nassim_Nicholas_Taleb
发表于2024-12-25
Dynamic Hedging 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
很intuitional的啊,很好的
评分最近我正好被Gamma Risk整得焦头烂额茶饭不香,看到网上推荐的书单,一看作者,吓我一跳,原来是NNT大神写的。之前看黑天鹅等书就知道作者搞过金融,看来大神在哲学思想上能站在那么高的高度,以前在金融市场没少头疼过,而且很多大师例如索罗斯,也都有自己的一套哲学思维体系。 就我自己的经验,在交易期权的时候,你实际上是在玩积木,根据你对市场的偏见,组合搭建Greeks,发现哪个暴露多了就对冲一下,然后经常会发现,对冲一圈,风险小多了,然后没跑赢指数,然后,就没然后了。。。
评分very readable. as an option book. 国内先只上沪深300的欧式期权,exotic部分还用不上,先领会精神。
评分Trader Must Read!
评分第一遍,迟早会过第二遍。
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.
一直以为NNT就是一个社科畅销书作家,充其量最多玩玩哲学。今天才知道这哥们也写高端著作啊。这本书就是黑天鹅思想在对冲方面的应用。估计写这种书费力不讨好。不如黑天鹅、反脆弱啥的好赚钱。 抄一段凑字数:做动态对冲的困难: 1. 无法精确预知未来的波动性。 2. ...
评分一直以为NNT就是一个社科畅销书作家,充其量最多玩玩哲学。今天才知道这哥们也写高端著作啊。这本书就是黑天鹅思想在对冲方面的应用。估计写这种书费力不讨好。不如黑天鹅、反脆弱啥的好赚钱。 抄一段凑字数:做动态对冲的困难: 1. 无法精确预知未来的波动性。 2. ...
评分以非数学的语言让trader或者risk manager对option的实务有了非理论化的, 相当现实的理解. 当然, 书的对象读者较为狭窄, 利用option进行投机和对冲的读者可能收获得有限.
评分以非数学的语言让trader或者risk manager对option的实务有了非理论化的, 相当现实的理解. 当然, 书的对象读者较为狭窄, 利用option进行投机和对冲的读者可能收获得有限.
评分以非数学的语言让trader或者risk manager对option的实务有了非理论化的, 相当现实的理解. 当然, 书的对象读者较为狭窄, 利用option进行投机和对冲的读者可能收获得有限.
Dynamic Hedging 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024