I am reading a math-heavy book on option pricing in cont-time, but I am embarrassed to say that I have little intuition of how hedging works in practice, how the Greeks are used, and so on.

What's a good reference for hedging strategies which is practical but not... "soft", like say Investopedia?

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    $\begingroup$ Always good to read (or re-read) Hull's option book - either the light version ("Introduction to...") of the normal one. $\endgroup$ – rbm Mar 7 '17 at 18:36
  • $\begingroup$ @noob2 - all true, but OP is asking about references, not about what greeks and/or hedging is. $\endgroup$ – rbm Mar 7 '17 at 20:32
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    $\begingroup$ Taleb's "Dynamic Hedging - Managing Vanilla and Exotic Options" is a good reference. $\endgroup$ – LocalVolatility Mar 7 '17 at 22:03
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    $\begingroup$ I like the books of euan sinclair. Also, if you're really new to option trading maybe the books of Frans de Weert, although they are very basic. $\endgroup$ – Bram Mar 8 '17 at 21:24
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    $\begingroup$ my books Concepts and Practice of Mathematical FInance and More Mathematical Finance try to strike a mid-level with maths but also discussion of how things works. $\endgroup$ – Mark Joshi Mar 8 '17 at 22:22

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