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Dynamic Hedging

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Originally published January 14, 1997
Authors Nassim Nicholas Taleb
Reviews www.goodreads.com
Published January 14, 1997
Date of Reg.
Date of Upd.
ID2428309
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About Dynamic Hedging


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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