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2025-02-26
Dynamic Hedging 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025
讲了一些期权交易风险管理上很实际的问题,特别是一些exotic structure风险如何对冲控制。很多章节都是作者自己多年sell-side风险管理的经验分享。虽然到后面有些冗长,但在同类题材里算是耳目一新,很具启发性。
评分讲了一些期权交易风险管理上很实际的问题,特别是一些exotic structure风险如何对冲控制。很多章节都是作者自己多年sell-side风险管理的经验分享。虽然到后面有些冗长,但在同类题材里算是耳目一新,很具启发性。
评分Trader Must Read!
评分讲了一些期权交易风险管理上很实际的问题,特别是一些exotic structure风险如何对冲控制。很多章节都是作者自己多年sell-side风险管理的经验分享。虽然到后面有些冗长,但在同类题材里算是耳目一新,很具启发性。
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。
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.
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.
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 2025