Dynamic hedging: managing common options and singular options

"Dynamic hedging: managing common options and singular options" is an important reference for risk management in derivatives. "Dynamic hedging: managing common options and singular options" provides a highly manageable portfolio management approach for portfolios that include non-linear securities products and risk management from the perspective of options marketers and arbitrage traders The interpretation. The author Nassim Taleb, with his deep theoretical foundation and rich experience in trading, makes "dynamic hedging: managing common options and singular options" stand out from a number of derivatives risk management books. As we all know, most of the market risk is difficult to completely through the mathematical model to simulate. Taleb, based on the unique perspective of the senior equity arbitrage arbitrator, adjusts the theory of the option according to the actual transaction experience, and introduces the risk management method of the derivative risk management model and the model in detail.