Dynamic Hedging: Managing Vanilla and Exotic Options
Description: Dynamic Hedging: Managing Vanilla and Exotic Options presents methods for managing risk in portfolios with vanilla and exotic options. It offers practical approaches to handling derivatives and nonlinear securities
ISBN: 0471152803
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http://www.amazon.com/Dynamic-Hedging-Managing-Vanilla-Optio...
The first thirty or so pages offer the most intuitive introduction to vanillas I've read. The middle is must read, and the end gets into exotics if that's your fancy.