W FINANCIAL ENGINEERING. DINAMIC. HEDGING. MANAGING. VANILLA AND . EXOTIC OPTIONS. Nassim Taleh. Page 2. Page 3. Page 4. Page 5. Page 6. Dynamic Hedging: Managing Vanilla and Exotic Options John Wiley & Sons, Jan 14, – Business & Economics – pages . Wiley finance editions. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to Dynamic Hedging: Managing Vanilla and Exotic Options.
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Other editions – View all Dynamic Hedging: Otto Folin rated it really liked it Jun 12, The generalized willey, which encompasses all instruments with convex payoff, including a trader’s potential bonus. We may forgive Signor Alighieri for his error, for he was Do you remember reading The Divine Comedy and getting finally to the part where the two poets apparently on an extended smoke break from their barista jobs in Brooklyn get to the ninth circle of Hell only to think mannaging yourself, “Brutus and Cassius?
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Dynamic Hedging: Managing Vanilla and Exotic Options
Nassim Nicholas Taleb spent 21 years as a risk taker quantitative trader before becoming a flaneur and researcher in philosophical, mathematical and mostly practical problems with probability.
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Honestly, the best way to read the book is probably to read the grey boxes and nothing else. Then I began to write this book. Juan Ignacio rated it liked it Jul 10, This book is only interesting for the anecdote postings that Taleb makes – everything else is either ego inflation or wishy-washy nonsense that doesn’t really feel like it’s in any way connected to dynamic hedging, which is what this book is about.
Dynamic Hedging: Managing Vanilla and Exotic Options – Nassim Taleb, Taleb – Google Books
The only book about derivatives risk written by an experiencedtrader Somewhat complex and not for the everyday investor And then there was the relentless repitition of the refrain that quants don’t know what they are talking about, experienced traders know these things in their sleep. New tools to detect risks, such as higher moment analysis,topography exposure, and nonparametric techniques.
In addition to his trader life, Taleb has also written, as a backup of the Incerto, more than 50 scholarly papers in statistical physics, statistics, philosophy, ethics, economics, international affairs, and quantitative finance, all around the notion of risk and probability. It optiosn you the actual mechanics of successful trading strategies and systems.
Fungibility, Convergence, and Stacking. Victor rated it really liked it Feb 22, No eBook available Wiley.
Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Nicholas Taleb
A long time read finally finished today, though it is more of an investment reference book than a read. Really bad, and in need of an editor. As a sign of its value, everytime I read it, I do learn something new. If he had just held the scimitar aloft and said, “let us slay the black swan,” then I assume that lots of quants would have been there with him sparking up the torches and sharpening the pitchforks.
Lincoln Edwards rated it really liked it Mar 02, Taleb is one arrogant dude who loves flooding his books with archaic words which were last employed in the English Language by Geoffrey Chauncer. We may forgive Signor Alighieri for his error, for he was born years too early to recognize the ominously darkened visage of Nassim Nicholas Taleb next to the ludicrously grinning mug of Paul Wilmott as they bookend Judas Iscariot for all of eternity.
Looks like you are currently in United States but have requested a page in the Azerbaijan site. Open Preview See a Problem? Other books are probably better introductions. Wiley- Hedging Finance – pages. Taleb does manage to point out convincingly by beating you over the head with it for pages that nonlinear instruments carry with them optiond that linear ones do not.