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Book Categories |
Introduction: Dynamic Hedging | 1 | |
1 | Introduction to the Instruments | 9 |
2 | The Generalized Option | 38 |
3 | Market Making and Market Using | 48 |
4 | Liquidity and Liquidity Holes | 68 |
5 | Arbitrage and the Arbitrageurs | 80 |
6 | Volatility and Correlation | 88 |
7 | Adapting Black-Scholes-Merton: The Delta | 115 |
8 | Gamma and Shadow Gamma | 132 |
9 | Vega and the Volatility Surface | 147 |
10 | Theta and Minor Greeks | 167 |
11 | The Greeks and Their Behavior | 191 |
12 | Fungibility, Convergence, and Stacking | 208 |
13 | Some Wrinkles of Option Markets | 222 |
14 | Bucketing and Topography | 229 |
15 | Beware the Distribution | 238 |
16 | Option Trading Concepts | 256 |
17 | Binary Options: European Style | 273 |
18 | Binary Options: American Style | 295 |
19 | Barrier Options (I) | 312 |
20 | Barrier Options (II) | 347 |
21 | Compound, Choosers, and Higher Order Options | 376 |
22 | Multiasset Options | 383 |
23 | Minor Exotics: Lookback and Asian Options | 403 |
Module A | Brownian Motion on a Spreadsheet, a Tutorial | 415 |
Module B | Risk Neutrality Explained | 426 |
Module C | Numeraire Relativity and the Two-Country Paradox | 431 |
Module D | Correlation Triangles: A Graphical Case Study | 438 |
Module E | The Value-at-Risk | 445 |
Module F | Probabilistic Rankings in Arbitrage | 453 |
Module G | Option Pricing | 459 |
Notes | 479 | |
Bibliography | 490 | |
Index | 499 |
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Add Dynamic Hedging:(Wiley Financial Engineering Series) Managing Vanilla and Exotic Options, Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The o, Dynamic Hedging:(Wiley Financial Engineering Series) Managing Vanilla and Exotic Options to the inventory that you are selling on WonderClubX
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Add Dynamic Hedging:(Wiley Financial Engineering Series) Managing Vanilla and Exotic Options, Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The o, Dynamic Hedging:(Wiley Financial Engineering Series) Managing Vanilla and Exotic Options to your collection on WonderClub |