页数:528 定价:GBP 105.00 装帧:Hardcover ISBN:9780471152804 豆瓣评分 8.9 78人评价 5星 53.8% 4星 33.3% 3星 10.3% 2星 1.3% 1星 1.3% 评价: 写笔记 写书评 加入购书单 分享到 推荐 内容简介· ··· Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic...
作者:Taleb, Nassim 出版社:John Wiley & Sons Inc 定价:540.00 元 装帧:Hardcover ISBN:9780471353478 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 Dynamic Hedging的创作者· ··· 纳西姆·尼古拉斯·塔勒布作者 我要写书评 Dynamic...
《Dynamic Hedging:Managing Vanilla and Exotic Options》作者:Wiley,出版社:2007年1月,ISBN:861.10。Destinedtobecomeamarketclassic,DynamicHedgingisthe
Book a demo Speak with an expert Programmatic currency management that brings value Kantox Dynamic Hedging® adds value to the business by automating the entire currency management process, eliminating costs and risks and opening growth opportunities. ...
In this case, dynamic hedging only enables one to super- and sub-replicate the payoffs to any derivative. To use dynamic hedging we need to assume an evolution for the underlying traded assets. For simplicity of the presentation, we assume that there is no interest rate risk and restrict ...
Destined to become a market classic, is the only practical reference in exotic options hedging and 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 ...
Dynamic hedging Dynamic Momentum Index Dynamic Risk Dynamical Noise Dynamical Systems dysfunction DZ DZA DZD Dzielnica Dzongkhag E E&OE E. George Schaefer E.A.O.N. E.F. Schumacher E/EV E/P ratio Each way EAFE index Eager Beaver Eagle ...
A hedging algorithm provides the certainty by solving the deregulation problem that is the variation of electricity price change at each time at different IDC locations. [67] formulates this deregulation of IDC locations at time t with a vector and provides hedging with buying electricity from ...
Lim, A.E.B.: Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Math. Oper. Res. 29, 132–161 (2004) Article Google Scholar Lim, A.E.B., Zhou, X.Y.: Mean-variance portfolio selection with random parameters in a complete market. Mat...
今天才知道这哥们也写高端著作啊。这本书就是黑天鹅思想在对冲方面的应用。估计写这种书费力不讨好。不如黑天鹅、反脆弱啥的好赚钱。抄一段凑字数:做动态对冲的困难:1. 无法精确预知未来的波动性。2. 无法连续调仓,只能间断调仓。3. 调仓是有成本的,而理论中未计入。调仓越频繁,获得预期收益的可能性越大,收益...