Динамическое хеджирование: Управление риском простых и экзотических опционов. Dynamic Hedging: Managing The Risk Of Simple And Exotic Options
SKU: 77492410370

Динамическое хеджирование: Управление риском простых и экзотических опционов. Dynamic Hedging: Managing The Risk Of Simple And Exotic Options

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Динамическое хеджирование: Управление риском простых и экзотических опционов. Dynamic Hedging: Managing The Risk Of Simple And Exotic Options: . Dynamic Hedging: Managing The Risk Of Simple And Exotic Options , ' ' , , , . . , . , , . . , ( ). I . II . III . IV . . . , , , ( , ). , , . SPECIFICATIONS: Author: Nassim Nicholas Taleb Language: Russian Number of pages: 596 pst Format: Paperback Size:5 () A5 (Standard) Weight: 650 g ISBN: Does not apply

Динамическое хеджирование: Управление риском простых и экзотических опционов. Dynamic Hedging: Managing The Risk Of Simple And Exotic Options

Книга, написанная трейдером и автором бестселлера 'Черный лебедь' Нассимом Николасом Талебом, представляет собой практическую, реальную методологию мониторинга всех рисков, связанных с управлением портфеля.

Автор рассматривает хеджирование рисков стандартных и экзотических опционов как составную часть более широкой концепции риск-менеджмента. В этой области нет никакой дорожной карты, поскольку о предмете написано очень мало. Талеб ставит перед собой задачу представить трейдерам и риск-менеджерам методологию, позволяющую понять непростые концепции сконструированных производных инструментов при управлении сложными позициями, а также познакомить их с загадочным миром динамического контроля рисков.

Эта книга посвящена хеджированию рисков стандартных и экзотических опционов как составной части более широкой концепции риск-менеджмента. В этой области нет никакой дорожной карты, поскольку о предмете написано очень мало (в отличие от обширной литературы по оценке стоимости опционов).

В части I рассматриваются микроструктура рынка и продукты.

Часть II дает базовое представление о риске ванильных опционов и инструментах для его измерения.

Часть III содержит описание рисков экзотических опционов.

В части IV представлены количественные инструменты анализа опционов.

В этой книге нет экзотических опционов с их бесконечными вариациями и комбинациями. Анализ позиций ограничен наименьшими разлагаемыми структурами. Иными словами, структуры, представляющие собой объединение двух производных продуктов, исключаются (кроме редких случаев неаддитивности, где комбинация дает некоторое преимущество трейдеру). Цель книги состоит в том, чтобы ознакомить трейдеров и риск-менеджеров с правилами, а не с частными случаями.

SPECIFICATIONS:

Author:Nassim Nicholas Taleb - Нассим Николас Талеб

Language:Russian/Русский

Number of pages:596 pst

Format:Paperback

Size:А5 (Стандарт) / A5 (Standard)

Weight:650 g

ISBN:Does not apply

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SKU: 77492410370

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velvetlikesbooks
Fort Morgan, US
★★★★★ 3
Writing was decent, characters were decent, the plot was decent, and the spice was excellent
Format: Kindle
TL;DR: 3 stars, writing was decent, characters were decent, the plot was decent, and the spice was excellent. This is the second book I have read by Stone. I thought it was pretty mediocre with everything except the spice. The writing was okay, it wasn’t terribly descriptive or informative. I really hate how Stone constantly has the characters ask questions in their heads after a conversation. I don’t think that is a very good writing mechanism, and she does it frequently. The characters were fine. I don’t think they developed all that well. Jade seemed to work through her issues with her predatory professor, but it still seemed like she was a bit harsh afterward. Simone seemed to be pretty much the same all the way through. She was just less restrained at the end. The plot was fine, it wasn’t anything to call home about. It just seemed like a poorly developed mechanism to get the MCs together. The third act breakup was terrible. If you think someone is the love of your life, and they do something wrong that upsets you, then you don’t just run away. You work on it with them if they are willing. Simone was extremely apologetic and wanted to work through it was Jade, but Jade walked away. I honestly think that Jade was the one that should have tried to mend it because she was the one who walked away after Simone tried to work it out. The spice was very good in my opinion. I love a book with positive BDSM material. This book did not disappoint in that regard. The aftercare was also phenomenal. Overall, I would recommend this book if you want spice with a low plot line and character development.
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on June 5, 2024
D
Verified Purchase
Dan
Chelsea, US
★★★★★ 4
Not a bad story
Format: Kindle
I liked it. It was of course a lesbian romance, which I have no issues with. I thought for the most part the story was well written. One problem I did have was I can't understand why Jade can tell Simone about her past with Phillippa, but has a problem telling Simone she's going to meet her to basically tell Phillippa off. That to me doesn't make much sense. I mean she could have told Simone she was meeting her and that it was something she had to do by herself so she could move on. I just had a problem with it.
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on February 14, 2024
K
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Kasai
Birmingham, US
★★★★★ 5
simply amazing
Format: Kindle
The intimacy, the sapphic love, the connections across all of Anna Stones books is the perfect cocktail for an amazing read. Full of ups and downs and highlighting the raw beautiful power of women and bdsm in a positive manner that’s holds nothing but respect for all consenting parties. Again amazing.
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Reviewed in the United States on April 26, 2025
H
Verified Purchase
HCLMSL
Los Angeles, US
★★★★★ 5
Another Wolf in the Syndicate??
Format: Kindle
Another thrilling read of Persephone Black and the amazing mafia romance. This is Ariadne’s story. She is now a recruit at the Syndicate even though she is beyond advanced but she has to earn her status. It’s kind of hard to do when she skips therapy, ices everyone out and is always on guard. Sunny is kind and warm and personable. Total opposites. They are paired to spar as a team and find that they move well together. They also seem to see more in each other than meets the eye. Well written and engaging read! Loved the pace and the spice flowed well with the story. Highly recommend!!
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on May 14, 2025
T
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Tammy
Lowell, US
★★★★★ 5
Good Book
Format: Kindle
Ariadne story is about her survival after Grandma's training. She is trying to reconnect with her feelings but is having a hard time she is the ice queen the perfect soldier. Sunny is popular funny and just vibrant everything Ariadne is not. Sunny is determined to break the ice, until things changed for her and then it's Ariadne that step up to help. A great story of two women coming together and surviving their pasts.
WAS THIS REVIEW HELPFUL?YesReportShare
Reviewed in the United States on May 27, 2025

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