结果：找到“DYNAMIC HEDGING”相关内容27个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
量化投资与数理金融学习资料（中英文）8 个回复 - 2062 次查看 7.Advances_in_Complex_Data_Modeling_and_Computational_Methods_in_Statistics_Anna_Maria_Paganoni_2015.pdf 6.Data_Fluency__Empowering_Your_Organization_with_Effective_Data_Communication.pdf ...2021-6-18 09:46 - wz151400 - 现金交易版
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）
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）
On the Importance of Hedging Dynamic Lapses in Variable Annuities
1 个回复 - 926 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：On the Importance of Hedging Dynamic Lapses in Variable Annuities作者：Maciej Augustyniak and Mathieu Boudreault出 ...2021-11-16 14:38 - gonnaago - 金融学（理论版）
1 个回复 - 926 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：On the Importance of Hedging Dynamic Lapses in Variable Annuities作者：Maciej Augustyniak and Mathieu Boudreault出 ...2021-11-16 14:38 - gonnaago - 金融学（理论版）
独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub
11 个回复 - 3566 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）
11 个回复 - 3566 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 Global Currency Hedging
1 个回复 - 751 次查看 【作者(必填)】 233 【文题(必填)】 Dynamic Global Currency Hedging【年份(必填)】 232 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/article-abstract/19/1/97/6188438?redirectedFrom=ful ...2021-6-19 21:28 - internet.hzx - 求助成功区
1 个回复 - 751 次查看 【作者(必填)】 233 【文题(必填)】 Dynamic Global Currency Hedging【年份(必填)】 232 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/article-abstract/19/1/97/6188438?redirectedFrom=ful ...2021-6-19 21:28 - internet.hzx - 求助成功区
Dynamic Hedging: Managing Vanilla and Exotic Options
19 个回复 - 14212 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）
19 个回复 - 14212 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）
Small transaction cost asymptotics and dynamic hedging
2 个回复 - 1076 次查看 【作者(必填)】 [*]Claudio Albanesea, , [*]Stathis Tompaidisb 【文题(必填)】Small transaction cost asymptotics and dynamic hedging 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.s ...2013-4-21 09:23 - 迷途mitu - 求助成功区
2 个回复 - 1076 次查看 【作者(必填)】 [*]Claudio Albanesea, , [*]Stathis Tompaidisb 【文题(必填)】Small transaction cost asymptotics and dynamic hedging 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.s ...2013-4-21 09:23 - 迷途mitu - 求助成功区
Dynamic Hedging by Nassim Nicholas
6 个回复 - 1865 次查看 《动态对冲-英文版》用于自己备份，懂的下载，期权进阶bible2019-3-4 12:41 - 243212689 - 金融学（理论版）
6 个回复 - 1865 次查看 《动态对冲-英文版》用于自己备份，懂的下载，期权进阶bible2019-3-4 12:41 - 243212689 - 金融学（理论版）
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
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
【学习笔记】求《Dynamic Hedging》Nassim Taleb中文版
1 个回复 - 1790 次查看 求《Dynamic Hedging》Nassim Taleb中文版2019-9-20 10:28 - 3221_1568603316 - Forum
1 个回复 - 1790 次查看 求《Dynamic Hedging》Nassim Taleb中文版2019-9-20 10:28 - 3221_1568603316 - Forum
Dynamic Hedging and Extreme Asset Co-movements
1 个回复 - 1495 次查看 好多的统计学名词，都不太懂~ 学习~2016-8-9 14:43 - evelyne - 金融工程（数量金融）与金融衍生品
1 个回复 - 1495 次查看 好多的统计学名词，都不太懂~ 学习~2016-8-9 14:43 - evelyne - 金融工程（数量金融）与金融衍生品
Optimal hedging and equilibrium in a dynamic futures market
1 个回复 - 985 次查看 【作者(必填)】 Darrell Duffie 【文题(必填)】Optimal hedging and equilibrium in a dynamic futures market 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/arti ...2015-4-15 23:38 - wenyu - 求助成功区
1 个回复 - 985 次查看 【作者(必填)】 Darrell Duffie 【文题(必填)】Optimal hedging and equilibrium in a dynamic futures market 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/arti ...2015-4-15 23:38 - wenyu - 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
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
The benefits of dynamically hedging the Toronto 35 stock index
1 个回复 - 1113 次查看 【作者(必填)】Gagnon, Louis; Lypny, Greg 【文题(必填)】The benefits of dynamically hedging the Toronto 35 stock index 【年份(必填)】1997年 【全文链接或数据库名称(选填)】http://openurl.ebscoh ...2014-7-30 13:31 - hejihai - 求助成功区
1 个回复 - 1113 次查看 【作者(必填)】Gagnon, Louis; Lypny, Greg 【文题(必填)】The benefits of dynamically hedging the Toronto 35 stock index 【年份(必填)】1997年 【全文链接或数据库名称(选填)】http://openurl.ebscoh ...2014-7-30 13:31 - hejihai - 求助成功区
Hedging for multi-period downside risk in the presence of jump dynamics and con
1 个回复 - 1159 次查看 【作者(必填)】 【文题(必填)】 Hedging for multi-period downside[/backcolor] risk[/backcolor] in the presence of jump dynamics and conditional heteroskedasticity [/backcolor] 作者: Lee, Ming-Chih ...2014-7-9 10:07 - 金融坦然 - 求助成功区
1 个回复 - 1159 次查看 【作者(必填)】 【文题(必填)】 Hedging for multi-period downside[/backcolor] risk[/backcolor] in the presence of jump dynamics and conditional heteroskedasticity [/backcolor] 作者: Lee, Ming-Chih ...2014-7-9 10:07 - 金融坦然 - 求助成功区
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
1 个回复 - 734 次查看 【作者(必填)】Kenneth F. Kroner and Jahangir Sultan* 【文题(必填)】Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 【年份(必填)】1993 【全文链接或数据库名称(选填)】ht ...2013-11-15 19:48 - 迷途mitu - 求助成功区
1 个回复 - 734 次查看 【作者(必填)】Kenneth F. Kroner and Jahangir Sultan* 【文题(必填)】Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 【年份(必填)】1993 【全文链接或数据库名称(选填)】ht ...2013-11-15 19:48 - 迷途mitu - 求助成功区
Dynamic Hedging Under Jump Diffusion with Transaction Costs
1 个回复 - 709 次查看 【作者(必填)】 [*]J. S. Kennedy (shannon.kennedy@morganstanley.com), [*]P. A. Forsyth (paforsyt@uwaterloo.ca) and [*]K. R. Vetzal (kvetzal@uwaterloo.ca) 【文题(必填)】Dynamic Hedging Under Jump ...2013-4-21 09:38 - 迷途mitu - 求助成功区
1 个回复 - 709 次查看 【作者(必填)】 [*]J. S. Kennedy (shannon.kennedy@morganstanley.com), [*]P. A. Forsyth (paforsyt@uwaterloo.ca) and [*]K. R. Vetzal (kvetzal@uwaterloo.ca) 【文题(必填)】Dynamic Hedging Under Jump ...2013-4-21 09:38 - 迷途mitu - 求助成功区
Dynamic hedging portfolios for derivative securities in the presence of large tr
1 个回复 - 880 次查看 【作者(必填)】Avellaneda Marcoa & ParáS Antonioa 【文题(必填)】Dynamic hedging portfolios for derivative securities in the presence of large transaction costs 【年份(必填)】1994 【全文链接或数 ...2013-4-21 09:31 - 迷途mitu - 求助成功区
1 个回复 - 880 次查看 【作者(必填)】Avellaneda Marcoa & ParáS Antonioa 【文题(必填)】Dynamic hedging portfolios for derivative securities in the presence of large transaction costs 【年份(必填)】1994 【全文链接或数 ...2013-4-21 09:31 - 迷途mitu - 求助成功区
Dynamic hedging portfolios for derivative securities in the presence of large tr
1 个回复 - 721 次查看 【作者(必填)】Avellaneda Marcoa & ParáS Antonioa 【文题(必填)】Dynamic hedging portfolios for derivative securities in the presence of large transaction costs 【年份(必填)】1994 【全文链接或数 ...2013-3-24 23:11 - 迷途mitu - 求助成功区
1 个回复 - 721 次查看 【作者(必填)】Avellaneda Marcoa & ParáS Antonioa 【文题(必填)】Dynamic hedging portfolios for derivative securities in the presence of large transaction costs 【年份(必填)】1994 【全文链接或数 ...2013-3-24 23:11 - 迷途mitu - 求助成功区
An examination of dynamic hedging
3 个回复 - 790 次查看 【作者(必填)】 [*]Wilson H.S. Tong∗ 【文题(必填)】An examination of dynamic hedging 【年份(必填)】1996 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/0261 ...2013-3-24 16:18 - 迷途mitu - 求助成功区
3 个回复 - 790 次查看 【作者(必填)】 [*]Wilson H.S. Tong∗ 【文题(必填)】An examination of dynamic hedging 【年份(必填)】1996 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/0261 ...2013-3-24 16:18 - 迷途mitu - 求助成功区
动态最优保值策略Dynamically optimal hedging strategy
4 个回复 - 2172 次查看 存在交易成本时的最优动态保值策略， Dynamically optimal hedging strategy in the presence of transaction costs，Matej Maceáš，2004，71页，全英文 Table of Contents 1 Introduction 5 2 Utility f ...2009-6-25 00:20 - zhaohailei - 金融学（理论版）
4 个回复 - 2172 次查看 存在交易成本时的最优动态保值策略， Dynamically optimal hedging strategy in the presence of transaction costs，Matej Maceáš，2004，71页，全英文 Table of Contents 1 Introduction 5 2 Utility f ...2009-6-25 00:20 - zhaohailei - 金融学（理论版）
A new dynamic hedging model with futures: Kalman filter error correction model
1 个回复 - 1350 次查看 【作者(必填)】CH Wang, CC Lin, SH Lin, HY Lai 【文题(必填)】A new dynamic hedging model with futures: Kalman filter error correction model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http: ...2013-2-26 10:49 - 迷途mitu - 求助成功区
1 个回复 - 1350 次查看 【作者(必填)】CH Wang, CC Lin, SH Lin, HY Lai 【文题(必填)】A new dynamic hedging model with futures: Kalman filter error correction model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http: ...2013-2-26 10:49 - 迷途mitu - 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
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
Time-varying distributions and dynamic hedging with foreign currency futures
1 个回复 - 1181 次查看 【作者(必填)】Kroner K F;Sultan J 【文题(必填)】Time-varying distributions and dynamic hedging with foreign currency futures 【年份(必填)】1993 【全文链接或数据库名称(选填)】http://journals.c ...2012-4-9 09:09 - 迷途mitu - 求助成功区
1 个回复 - 1181 次查看 【作者(必填)】Kroner K F;Sultan J 【文题(必填)】Time-varying distributions and dynamic hedging with foreign currency futures 【年份(必填)】1993 【全文链接或数据库名称(选填)】http://journals.c ...2012-4-9 09:09 - 迷途mitu - 求助成功区
Share book-dynamic hedging
1 个回复 - 2067 次查看 Title: Dynamic Hedging Author: Nassim Taleb2009-8-14 22:25 - sjdkuhn - 金融工程（数量金融）与金融衍生品
1 个回复 - 2067 次查看 Title: Dynamic Hedging Author: Nassim Taleb2009-8-14 22:25 - sjdkuhn - 金融工程（数量金融）与金融衍生品
