dynamic hedging

См. также в других словарях:

• Dynamic Hedging — Nassim Nicholas Taleb authored the book Dynamic Hedging: Managing Vanilla and Exotic Options about the risk properties of commonly traded products in finance (vanilla options) and those products with more complex features (exotic options). In… …   Wikipedia

• Dynamic hedging — A strategy that involves rebalancing hedge positions as market conditions change; a strategy that seeks to insure the value of a portfolio using a synthetic put option. The New York Times Financial Glossary …   Financial and business terms

• dynamic hedging — A strategy that involves rebalancing hedge positions as market conditions change; a strategy that seeks to insure the value of a portfolio using a synthetic put option. Bloomberg Financial Dictionary …   Financial and business terms

• Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European …   Wikipedia

• Model risk — In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… …   Wikipedia

• Sanford Grossman — Sanford Jay Grossman, auch Sandy Grossman genannt (* 21. Juli 1953 in Brooklyn, New York City), ist ein US amerikanischer Wirtschaftswissenschaftler und Finanzberater. Inhaltsverzeichnis 1 Leben und Wirken 2 Auszeichnungen 3 Mitgliedschaften …   Deutsch Wikipedia

• Donald Luskin — (born April 1954) is Chief Investment Officer for Trend Macrolytics LLC, a consulting firm providing investment strategy and macroeconomics forecasting and research for institutional investors. Luskin is a contributing editor and columnist both… …   Wikipedia

• Nassim Nicholas Taleb — Born 1960 (age 50–51) Amioun, Lebanon …   Wikipedia

• Nassim Taleb — Nassim Taleb. Nassim Nicholas Taleb (nacido en 1960 en el Líbano) es un ensayista, investigador y financiero estadounidense. Es también miembro del Instituto de Ciencias Matemáticas de la Universidad de Nueva York. Se considera a sí mismo… …   Wikipedia Español

• VIX — For other uses, see Vix (disambiguation). VIX Index from inception to October 2008 VIX is the ticker symbol for the Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S P 500 index options.… …   Wikipedia

• Nassim Taleb — Nassim Nicholas Taleb (* 1. Januar 1960 in Amioun, Libanon) (arabisch ‏نسيم نيقولا نجيب طالب‎) ist ein Essayist, Epistemologist, Forscher in den Bereichen Zufall und Wissen und ehemaliger Finanzmathematiker[1][2][3][4]. Er arbeitete als… …   Deutsch Wikipedia