N N Taleb 1. Dynamic Hedging Summary: This chapter introduces the theoretical framework for the analysis of the execution of dynamic hedging..
Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine. Dynamic Hedging 2024 pdf epub mobi 电子书 Dynamic Hedging 2024 pdf epub mobi 电子书 ...
NNT( Nassim Nicholas Taleb )写的正经书 一直以为NNT就是一个社科畅销书作家,充其量最多玩玩哲学。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...
Dynamic hedgingTaleb, Nassim Nicholas
切换模式 登录/注册 绿巨人 死命折腾自己,给更多的人带来一点光。 践行ESG,培养反脆弱能力,感谢塔勒布 | Mr. Taleb is the guiding star for me to live a better life. Since last August, I read through all the available books of Black Swan 2007, Fooled by Randomness 2001, Antifagile 2012, Skin...
Static and Dynamic Hedging: Clinical Approach to Quantitative FinanceTalebNassim
the probability measure for the valuation of a European option has the mean derived from the forward price which can, but does not have to be the risk-neutral one, under any general probability distribution, bypassing the Black-Scholes-Merton dynamic hedging argument, and without the requirement ...
doi:10.1111/eufm.12055option theoryderivativesrisk managementhedgingProof that under simple assumptions, such as constraints of Put〤all Parity, the probability measure for the valuation of a European option has the mean derivedSocial Science Electronic Publishing...