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Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Nicholas Taleb (Hardcover, 1997)

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Dynamic Hedging is an indispensable and definitive reference for market makers, academics, finance students, risk managers, and regulators. --Stan Jonas, Managing Director, FIMAT-Soci. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University.