Dynamic Hedging 在線電子書 圖書標籤: 金融 風險管理 衍生品 期權 Derivatives trading finance Nassim_Nicholas_Taleb
發表於2024-11-25
Dynamic Hedging 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
very readable. as an option book. 國內先隻上滬深300的歐式期權,exotic部分還用不上,先領會精神。
評分第一遍,遲早會過第二遍。
評分最近我正好被Gamma Risk整得焦頭爛額茶飯不香,看到網上推薦的書單,一看作者,嚇我一跳,原來是NNT大神寫的。之前看黑天鵝等書就知道作者搞過金融,看來大神在哲學思想上能站在那麼高的高度,以前在金融市場沒少頭疼過,而且很多大師例如索羅斯,也都有自己的一套哲學思維體係。 就我自己的經驗,在交易期權的時候,你實際上是在玩積木,根據你對市場的偏見,組閤搭建Greeks,發現哪個暴露多瞭就對衝一下,然後經常會發現,對衝一圈,風險小多瞭,然後沒跑贏指數,然後,就沒然後瞭。。。
評分Practical skills from a trader's point of view
評分還是蠻trading view的一本書。記住瞭最重要的一句話:a dangerous trade is better left unhedged than mishedged。可惜作者是做FXO齣身的沒寫IRO。
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.
評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.
評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.
評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.
評分一直以为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. ...
Dynamic Hedging 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024