Dynamic Hedging : Managing Vanilla and Exotic Options
Book Details
Format
Hardback or Cased Book
Book Series
Wiley Finance
ISBN-10
0471152803
ISBN-13
9780471152804
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Jan 23rd, 1997
Print length
528 Pages
Weight
1,128 grams
Dimensions
25.90 x 19.10 x 2.90 cms
Product Classification:
Stocks & shares
Ksh 18,350.00
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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.
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