| Record ID | marc_nuls/NULS_PHC_180925.mrc:135613318:1772 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:135613318:1772?format=raw |
LEADER: 01772cam 2200301 a 4500
001 9921867200001661
005 20150423141233.0
008 960731s1997 nyua b 001 0 eng
010 $a 96034283
020 $a0471152803 (cloth : alk. paper)
035 $a(CSdNU)u59004-01national_inst
035 $a(OCoLC)35198726
035 $a(Sirsi) 01-AAG-3075
040 $aDLC$cDLC$dC#P
049 $aCNUM
050 00 $aHG6024.A3$bT35 1997
100 1 $aTaleb, Nassim.
245 10 $aDynamic hedging :$bmanaging vanilla and exotic options /$cNassim Taleb.
260 $aNew York :$bJohn Wiley & Sons,$cc1997.
300 $axx, 506 p. :$bill. ;$c26 cm.
440 0 $aWiley series in financial engineering
504 $aIncludes bibliographical references (p. 490-497) and index.
505 0 $aInstruments -- The generalized option -- Market making and market using -- Liquidity and liquidity holes -- Arbitrage and the arbitrageurs -- Volatility and correlation -- Adapting Black-Scholes-Merton: the delta -- Gamma and shadow gamma -- Vega and the volatility surface -- Theta and minor Greeks -- The Greeks and their behavior -- Fungibility, convergence, and stacking -- Some wrinkles of option markets -- Bucketing and topography -- Beware the distribution -- Option trading concepts -- Binary options: European style -- Binary options: American style -- Barrier options -- Compound, choosers, and higher order options -- Multiasset options -- Minor exotics: lookback and Asian options.
650 0 $aOptions (Finance)
650 0 $aHedging (Finance)
650 0 $aDerivative securities.
948 $a10/13/1999$b10/13/1999
999 $aHG 6024 A3 T35 1997$wLC$c1$i31786100883724$d4/22/2004$f4/22/2004$g1 $lCIRCSTACKS$mNULS$n6$rY$sY$tBOOK$u6/19/1997$o.STAFF. Pieces: 00001