Taleb's book is one of the best at teaching derivatives concepts by heuristics rather than pedagogy; while the latter is important, the former is This book will be of zero interest to anyone not involved in the securities trading industry and of small interest still to those not involved with derivatives. Just a moment while we sign you in to your Goodreads account. About Nassim Nicholas Taleb Dr. The best answers are voted up and rise to the top. Other books in this series. 
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Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Nicholas Taleb
Financial Modeling and Valuation Paul Pignataro. From Statistical Physics to If you had just long forward position i.
Some Wrinkles of Option Markets.
A long time read finally finished today, though it is more of an investment reference book than a read. Do you remember reading The Divine Comedy and getting finally to the part where the two poets apparently on an extended smoke break from their barista jobs in Brooklyn get to the ninth circle of Hell only to think to yourself, "Brutus and Cassius? Really bad, and in need of an editor. Tomcs29 rated it it was amazing Nov 26, The thing is that this book is bad.
Expected Returns Antti Ilmanen. I say call it like you see it.
Learn about new offers and get more deals by joining our newsletter. Aug 13, Frank Palardy rated it really liked it Shelves: Can anyone help me understand what I'm missing?
Unlike tlaeb books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers.
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Static and Dynamic Hedging : Clinical Approach to Quantitative Finance
Post as a guest Name. Individual deltas of components hfdging changing differenlty and together will not give zero any more when price move far enough. At that time I found it interesting because some topics were discussed in a different way than other standard references such as Options, Futures and Other Derivatives.
Module E The ValueatRisk. Honestly, the best way to read the book is probably to read the grey boxes and nothing hedginb.
Taleb's book is one of the best at teaching derivatives concepts by heuristics rather than pedagogy; while the latter is important, the former is indispensable. To those remaining, this is rightly regarded as essential reading. You need a solid background in statistics before you attempt to tackle this book.
Quantitative Momentum Wesley R. By using our site, you acknowledge that you have read and understand our Cookie PolicyPrivacy Policyand our Terms of Service. The coolest of the unpopular kids, when given an opportunity to sit at the cool tapeb table in the cafeteria read: If this sounds familiar, it's because it is the plot of dynamicc a teen movie. Permissions Request permission to reuse content from this site. In particular the paragraph about the risk manager enquiring about an infinite delta close to the expiration of a binary Market Making and Market Using.
Anand Viswanathan rated it cynamic liked it Jun 05, We may forgive Signor Alighieri for his error, for he dynajic Do you remember reading The Divine Comedy and getting finally to the part where the two poets apparently on an extended smoke break from their barista jobs in Brooklyn get to the ninth circle of Hell only to think to yourself, "Brutus and Cassius?
The only thing that is clear is that he believes himself to be above all of them.
Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Rafael Jose Velasquez rated it it was amazing Dec 21,
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