Dynamic Hedging: Managing Vanilla and Exotic Options (Hardcover)

Partial table of contents:

MARKETS, INSTRUMENTS, PEOPLE.

The Generalized Option.

Liquidity and Liquidity Holes.

Volatility and Correlation.

MEASURING OPTION RISKS.

Gamma and Shadow Gamma.

Theta and Minor Greeks.

Fungibility, Convergence, and Stacking.

Bucketing and Topography.

Beware the Distribution.

TRADING AND HEDGING EXOTIC OPTIONS.

Binary Options: European Style.

Compound, Choosers, and Higher Order Options.

Multiasset Options.

MODULES.

Risk Neutrality Explained.

Correlation Triangles: A Graphical Case Study.

Probabilistic Rankings in Arbitrage.

Option Pricing.

Notes.

Bibliography.

Index.