Dynamic Hedging: Managing the Risk of Plain and Exotic Options

Dynamic Hedging: Managing the Risk of Plain and Exotic Options

This book is dedicated to hedging the risks of standard and exotic options as an integral part of a broader risk management concept. There is no roadmap in this area, as very little has been written on the subject. The... author aims to present traders and risk managers with a methodology that allows them to understand the complex concepts of constructed derivative instruments when managing complex positions, as well as to introduce them to the mysterious world of dynamic risk control. Part I of the book discusses market microstructure and products. Part II provides a basic understanding of the risk of vanilla options and the tools for measuring it. Part III contains descriptions of the risks of exotic options. Part IV presents quantitative tools for options analysis.

Author: Нассим Талеб

Printhouse: Al'pina Pablisher

Age restrictions: 0+

Year of publication: 2025

ISBN: 9785006304062

Number of pages: 596

Size: 242х170х35 mm

Cover type: hard

Weight: 1040 g

ID: 1709624

This book is dedicated to hedging the risks of standard and exotic options as an integral part of a broader risk management concept. There is no roadmap in this area, as very little has been written on the subject. The author aims to present traders and risk managers with a methodology that allows them to understand the complex concepts of constructed derivative instruments when managing complex positions, as well as to introduce them to the mysterious world of dynamic risk control. Part I of the book discusses market microstructure and products. Part II provides a basic understanding of the risk of vanilla options and the tools for measuring it. Part III contains descriptions of the risks of exotic options. Part IV presents quantitative tools for options analysis.

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In stock

€ 36.89