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动态保值 Dynamic Hedging: Managing Vanilla and Exotic Options
30 个回复 - 9525 次查看动态保值：管理普通期权和奇异期权 by Nassim Nicholas Taleb Publisher: Wiley | ISBN: 0471152803 | edition 1997 | PDF | 515 pages | 21.16 mb Nassim Nicholas Taleb is the founder of Empirica Capi ...2009-7-8 19:20 - zhaohailei - 金融学（理论版）

独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub
11 个回复 - 3565 次查看独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub [hr] Dynamic Hedging: Managing Vanilla and Exotic Options Nassim Nicholas Taleb Hardcover: 528 pages Publisher: ...2018-10-28 08:20 - GKINGLIU - 金融学（理论版）

Dynamic Hedging: Managing Vanilla and Exotic Options
19 个回复 - 14211 次查看一个大牛写的关于hedge的经典书, 做trader必看. 看看他的介绍: As a trader, Taleb has said he took a skeptical and anti-mathematical approach to risk and uncertainty and had a severe distrust of models ...2010-1-23 23:10 - pazixu - 金融学（理论版）

Trade and currency options hedging model
1 个回复 - 535 次查看【作者(必填)】 23 【文题(必填)】 Trade and currency options hedging model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S03770427183026202019-6-19 22:34 - internet.hzx - 求助成功区

Option pricing and hedging in different cyclical structures: a two-dimensional M
1 个回复 - 483 次查看【作者(必填)】【文题(必填)】 Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model 【年份(必填)】【全文链接或数据库名称(选填)】https://bbs.pin ...2019-5-3 21:43 - ssylzz - 求助成功区

Skewness Versus Kurtosis: Implications for Pricing and Hedging Options
1 个回复 - 595 次查看【作者(必填)】Sol Kim[/backcolor] Geul Lee[/backcolor] Yuen Jung Park[/backcolor] 【文题(必填)】Skewness Versus Kurtosis: Implications for Pricing and Hedging Options 【年份(必填)】2017 ...2019-4-12 22:31 - hnhs100 - 求助成功区

Dynamic Hedging-managing vanilla and exotic options_Nassim Taleb
6 个回复 - 5556 次查看很经典的期权实战教材，作者是个资深option trader 数学公式很少，更多的是交易经验的传授2014-5-16 10:05 - cerciwonnow - 金融工程（数量金融）与金融衍生品

inventory hedging and option market making
2 个回复 - 1393 次查看 inventory hedging and option market making非常好的一本书。2016-11-4 12:29 - hanxuecc112 - 投资人（实务版）

trading and hedging with agricultural futures and options
1 个回复 - 1208 次查看 trading and hedging with agricultural futures and options2016-6-2 16:55 - loneshark - 投资人（实务版）

Hedging processes for catastrophe options
2 个回复 - 510 次查看【作者(必填)】HJ Lin 【文题(必填)】Hedging processes for catastrophe options 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S12263192120003002016-3-14 22:00 - hnu123 - 求助成功区

求书 Hedging of options in a general semimartingale model
0 个回复 - 846 次查看找一篇论文：Hedging of options in a general semimartingale modelauthor: Schweizer, Martin2021-5-24 17:36 - 陈科卡卡 - 量化投资

Pricing And Hedging Of A Portfolio Of Options
0 个回复 - 1008 次查看【作者(必填)】Laguardia, David 【文题(必填)】Pricing And Hedging Of A Portfolio Of Options In The Presence Of Stochastic Volatility 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://te ...2016-7-13 15:27 - lipj - 文献求助专区

Robust Hedging Performance And Volatility Risk In Option Markets
3 个回复 - 763 次查看【作者(必填)】Chuan-Hsiang Hana, , , Chien-Hung Changb, , Chii-Shyan Kuoc, , Shih-Ti Yua, 【文题(必填)】Robust hedging performance and volatility risk in option markets: Application to Standard an ...2015-5-4 15:42 - lipj - 求助成功区

Dynamic hedging of single and multi-dimensional options with transaction costs
1 个回复 - 627 次查看【作者(必填)】Peter J. Meindl & James A. Primbs 【文题(必填)】Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach 【年份(必 ...2015-3-27 09:28 - lipj - 求助成功区

PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH
1 个回复 - 1040 次查看【作者(必填)】Hélyette Geman1,† andMarc Yor2,† 【文题(必填)】PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH 【年份(必填)】Volume 6, Issue 4,pages 365–378,Octo ...2015-2-9 08:05 - ssylzz - 求助成功区

求正式版On Quadratic Cost Criteria for Option Hedging
1 个回复 - 889 次查看【作者(必填)】 Manfred Schäl 【文题(必填)】On Quadratic Cost Criteria for Option Hedging 【年份(必填)】 [*] > [*]Mathematics of Operations Research> [*]All Issues> [*]Volume 19, Issue 1 ...2015-1-9 04:32 - ssylzz - 求助成功区

求正式版Variance-optimal hedging for target volatility options
1 个回复 - 1336 次查看【作者(必填)】【文题(必填)】Variance-optimal hedging for target volatility options 【年份(必填)】Pages: 207 - 218, Volume 10, Issue 1, January 2014 【全文链接或数据库名称(选填)】https://ai ...2015-1-7 06:55 - ssylzz - 文献求助专区

正式版Hedging with Options in Models with Jumps
1 个回复 - 778 次查看【作者(必填)】【文题(必填)】 Hedging with Options in Models with Jumps【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/chapter/10.1007/978-3-540-70847-6_82015-1-7 01:38 - ssylzz - 求助成功区

Hedging downside risk: futures vs. options
1 个回复 - 734 次查看【作者(必填)】 [*]Donald Liena, , , [*]Yiu Kuen Tseb 【文题(必填)】Hedging downside risk: futures vs. options 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ...2013-7-3 10:22 - 迷途mitu - 求助成功区

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL†
1 个回复 - 799 次查看多谢各位大侠!! 【作者(必填)】Eric Renault1, Nizar Touzi2 【文题(必填)】OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL† 【年份(必填)】1996 【全文链接或数据库 ...2013-5-1 14:43 - mcsyky - 求助成功区

On hedging European options in geometric fractional Brownian motion market model
3 个回复 - 1055 次查看【作者】 E. Azmoodeh, Yu. Mishura, and E. Valkeila 【文题】 On hedging European options in geometric fractional Brownian motion market model 【年份】Statist. Decisions, 27(2): 129-143, 2009.2012-8-23 08:36 - 无诺 - 求助成功区

求Option Pricing and Hedging Performance Under Stochastic Volatility and Stochas
1 个回复 - 828 次查看【作者(必填)】 [*]Gurdip Bakshi, [*]Charles Cao, [*]Zhiwu Chen 【文题(必填)】Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates 【年份(必填)】Ha ...2013-4-16 16:54 - ssylzz - 求助成功区

Dynamic Hedging - Managing Vanilla and Exotic Options (Wiley Finance)
3 个回复 - 3683 次查看贡献本好书2009-8-14 22:30 - braveyellowj - CFA、CVA、FRM等金融考证论坛

求助文献Competing Methods for Option Hedging in the Presence of Transaction Cost
2 个回复 - 1530 次查看【作者(必填)】 Lionel Martellini and Philippe Priaulet 【文题(必填)】 Competing Methods for Option Hedging in the Presence of Transaction Costs 【年份(必填)】 2002 【全文链 ...2012-2-17 12:36 - lbing2010 - 求助成功区

Hedging option portfolios with transaction costs and bandwidth（免费）
2 个回复 - 1455 次查看 Black-Sholes期权定价模型加入交易费用的推广2011-10-4 16:54 - ly517588 - 金融工程（数量金融）与金融衍生品

Option pricing and hedging under a stochastic volatility
0 个回复 - 1465 次查看 Option pricing and hedging under a stochastic volatility Levy process model2011-3-15 01:55 - cop207 - Forum

请问！关于hedging and pricing option 图怎么看?
4 个回复 - 1658 次查看论文：Hedging and Pricing Options ,using Machine Learning 提问：1、为什么坐标轴表示的变量一样，图怎么不一样啊？坐标轴delta，dP/dS是两个变量还是一个变量啊？ `moneyness',就是 log(S/K)么，表示什么？ ...2010-4-16 14:22 - believelike - 金融工程（数量金融）与金融衍生品

option pricing and hedging with both fixed and proportional transaction costs
2 个回复 - 1494 次查看 option pricing and hedging with both fixed and proportional transaction costs2010-3-4 14:49 - fflgz - 金融工程（数量金融）与金融衍生品

[求助]Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applicatio
2 个回复 - 3255 次查看求助一本英文书Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications 作者是David. 多谢!!!!!!!!!!!!!!!!!112008-1-15 23:58 - emptyokk - 文献求助专区

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