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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XYZuser
Phoenix, US
★★★★★ 4
Pdvbiee - Hot Pink Cheetah Flannel Blanket
Color: Pink, Size: 50"Wx60"L, Color: Pink, Size: 50"Wx60"L
UPDATE: 4 months later ... I sleep with this blanket every night. It is soft, warm and comfortable. It has held up well through multiple wash cycles with no fading, unravelling seams or matting. Still wish it was printed on both sides (really the only reason it's not 5 stars especially since they don't show this aspect in the ad listing), but overall I'm glad I have this blanket! ORIGINAL: I'm a sucker for this type of pattern (hot pink leopard), so I knew I had to have this throw blanket. When I opened the package, I felt a bit let down because the back of the blanket is solid white, which I hadn't noticed in the ad until after I placed my order. It had a faint factory smell, so I thew it in the wash. I was slightly concerned the hot pink color might bleed, but that was not a problem. It washed and dried easily, just as I expected. It definitely feels and looks cozier and fluffier after being laundered. Although, you can more easily tell that the hot pink cheetah pattern is just printed on the blanket, particularly when folding over the darker areas. It still looks cute and will keep me warm, but it may not become my favorite blanket as I initially thought it might be. I also think the price could be a bit lower considering the pattern is just printed on white fabric. There were also already a few loose threads at the ends.
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Reviewed in the United States on September 11, 2025
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michael
Port Orchard, US
★★★★★ 3
Not as image shows
Color: Pink, Size: 50"Wx60"L
The pictures of the item make it seem fuzzier than it actually is. Kinda a let down.
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Reviewed in the United States on December 13, 2025
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Bridget
Houston, US
★★★★★ 5
Soft and washes and drys with no fabric softener!
Love this throw! It is so soft. I have a couple Berkshire blankets. Truly a great product. Warm soft and easy to care for
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Reviewed in the United States on March 31, 2026
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Esrun
Phoenix, US
★★★★★ 5
Versatility plus
Color: Boquet Hearts Red
This throw is more substantial than some I have purchased. It is well made. I love the hearts! I use as a topper to cover Christmas quilt and takes us through Valentine's Day! Feels great against your skin, roo!
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Reviewed in the United States on January 4, 2026
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Terri Rouse
Draper, US
★★★★★ 5
Beautiful throw
This throw is large enough to cover most of you and is very soft. The print is beautiful. It's actually prettier than I expected. It came out of the washer and dryer in excellent condition. This throw is a really good value for thekney.
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Reviewed in the United States on December 15, 2025

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