Optimal Dynamic Hedging Using Futures Under a Borrowing Constraint PDF Download
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Author: Akash Deep
Publisher:
ISBN:
Category : Futures
Languages : en
Pages : 40
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Book Description
Author: Akash Deep
Publisher:
ISBN:
Category : Futures
Languages : en
Pages : 40
Get Book Here
Book Description
Author: Nassim Nicholas Taleb
Publisher: John Wiley & Sons
ISBN: 9780471152804
Category : Business & Economics
Languages : en
Pages : 536
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Book Description
Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.
Author: Henri Pagès
Publisher:
ISBN:
Category : Bank examination
Languages : en
Pages : 48
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Book Description
Author: Ben S. C. Fung
Publisher:
ISBN:
Category : Foreign exchange administration
Languages : en
Pages : 34
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Book Description
Author: Viral V. Acharya
Publisher:
ISBN:
Category : Bank loans
Languages : en
Pages : 66
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Book Description
Author: Corrinne Ho
Publisher:
ISBN:
Category : Capital movements
Languages : en
Pages : 62
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Book Description
Author: Jeffery D. Amato
Publisher:
ISBN:
Category : Communication policy
Languages : en
Pages : 32
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Book Description
Author: Abraham Lioui
Publisher: Springer Science & Business Media
ISBN: 9780387241074
Category : Business & Economics
Languages : en
Pages : 290
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Book Description
This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (majoring in finance with quantitative skills) academics (both theoreticians and empiricists), practitioners, and regulators.
Author: Benjamin H. Cohen
Publisher:
ISBN:
Category : Bond market
Languages : en
Pages : 52
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Book Description
Author: Linda Allen
Publisher:
ISBN:
Category : Bank capital
Languages : en
Pages : 48
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Book Description
