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...
talebhedgingdynamic纳西姆nassimamp N N Taleb 1. Dynamic Hedging Summary: This chapter introduces the theoretical framework for the analysis of the execution of dynamic hedging. A discussion of the issues related to the application of financial theory to the microstructure of dynamic hedging is provided...
Static and Dynamic Hedging: Clinical Approach to Quantitative FinanceTalebNassim
We also show that options can be priced using infinite variance (finite mean) distributions.doi:10.1111/eufm.12055Taleb, Nassim NicholasNYUEuropean Financial Management AssociationEuropean Financial Management
Dynamic hedgingTaleb, Nassim Nicholas
作者:Taleb出品人:页数:528译者:出版时间:1996-12-31价格:GBP 105.00装帧:Hardcoverisbn号码:9780471152804丛书系列:图书标签: 金融 风险管理 衍生品 期权 Derivatives trading finance Nassim_Nicholas_Taleb Dynamic Hedging 2024 pdf epub mobi 电子书 图书描述 ...