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Dynamic Hedging: Managing Vanilla and Exotic Options. By Nassim Nicholas Taleb. Hardcover , 528 pages. The author discusses, in plain English, vital issues, including:. The generalized option, which encompasses all instruments with convex payoff, including a trader's potential bonus. The techniques for trading exotic options, including binary, barrier, multiasset, and Asian options, as well as methods to take into account the wrinkles of actual, non-bellshaped distributions. Dynamic Hedging is an indispe...
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