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Description
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. The only book about derivatives risk written... read more
First Sentence
In this chapter, we will rapidly but formally define the instruments and present their major characteristics.
Table of Contents
Authors & Contributors
- Nassim Taleb (Author)
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