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Dynamic Hedging: Managing Vanilla and Exotic Options
TitreDynamic Hedging: Managing Vanilla and Exotic Options
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Des pages189 Pages
Fichierdynamic-hedging-mana_0lAs6.pdf
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Dynamic Hedging: Managing Vanilla and Exotic Options

Catégorie: Sciences humaines, Famille et bien-être
Auteur: Jill Murphy, Robert Goddard
Éditeur: James S. A. Corey, Christopher Behrens
Publié: 2018-06-27
Écrivain: John Grisham
Langue: Croate, Grec ancien, Espagnol, Hollandais
Format: pdf, Livre audio
Taleb N. Dynamic Hedging: managing vanilla and exotic options - N.-Y., John Wiley & Sons, 1996. - 515p. This book is about hedging the risks of standard and exotic options, as part of the larger framework of risk management. No road map was available since little has been written on this subject (in contrast to the extensive literature for valuation). '
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PDF | Hedging: plain vanilla options vs. exotics - Pricing and Hedging Exotic Options with Monte Carlo Simulations∗. Authors Augusto Perilla & Diana Oancea Supervisor Prof. This paper attempts to implement Monte Carlo simulations in order to price and hedge exotic options. Many exotic options have no analytic solutions, either because they
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Dynamic hedging: Managing vanilla and exotic options - Static Hedging of Exotic Options of certain exotic options. We focus on path-dependent options that. MANAGING OPTIONS RISK FOR EXOTIC OPTIONS - nbsp;· 3 Here's another table of exotic option types, showing which ones can be hedged using static combinations of vanilla options and
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