Dynamic Hedging

Author: Nassim Taleb
Publisher: John Wiley & Sons
ISBN: 9780471152804
Size: 64.12 MB
Format: PDF, Docs
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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 ...

Hedge Funds And Financial Market Dynamics

Author: Barry J. Eichengreen
Publisher: International Monetary Fund
ISBN: 9781557757364
Size: 24.97 MB
Format: PDF
View: 299
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These include dynamic hedging, stop loss orders, and collateral or margin calls.
On a less sophisticated level, positive feedback strategies also incorporate
general trend-following behavior whereby investors use various technical rules to
determine trends and reinforce them with their buying and selling behavior.
Among the strategies that induce positive feedback type behavior, dynamic
hedging is the most complex. Dynamic hedging is the practice of altering the
amount of the ...

Portfolio Insurance

Author: Donald Luskin
Publisher: Wiley
ISBN: 9780471858492
Size: 50.14 MB
Format: PDF, ePub, Docs
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This guide offers complete coverage and practical advice on every aspect of the subject.