Taleb N. Dynamic Hedging

формат djvu
размер 3.09 МБ
добавлен 04 октября 2011 г.

N.-Y., John Wiley & Sons, 1996. - 515p.

Книга известного биржевого спекулянта и "рыночного философа" посвящена проблеме анализа риска, связанного с обычными и экзотическими опционами и методам динамического хеджирования. Включает в себя четыре части: описание микроструктуры рынка и продуктов, представленным на рынке, риск, связанный с обычными ("ванильными") опционами, риск, связанный с экзотическими опционами, описание математических подходов опционной теории и их связи с реальностью.
Для преподавателей, аспирантов и студентов финансовой математики, а также для математиков финансовых компаний.

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