Dynamic hedging : managing vanilla and exotic options
Presents methodologies for monitoring and managing the various risks associated with managing portfolios containing any non-linear security. This guide is a reference to the complexities of the options market and features explanations of the various forms of risk. It also contains helpful tools, market anecdotes, and risk management rules.
558 pages
9780471353478, 0471353477
50101046
Previous edition: 1997