Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hedging these transactions. Equity Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets.
It provides a theoretical treatment of each new modeling and hedging concept first, and then demonstrates their practical application. The book covers: the newest and fastest-growing class of derivative instruments, fund derivatives; cutting-edge developments in equity derivative modeling; new developments in correlation modeling and understanding volatility skews; and new Web-based implementation/delivery methods.
Marcus Overhaus, PhD, Andrew Ferraris, DPhil, Thomas Knudsen, PhD, Frank Mao, PhD, Ross Milward, Laurent Nguyen-Ngoc, PhD, and Gero Schindlmayr, PhD, are members of the Quantitative Research team of Deutsche Bank's Global Equity Division, which is based in London and headed by Dr. Overhaus.
| ISBN: | 9780471436461 |
| Publication date: | 13th February 2002 |
| Author: | Marcus Overhaus |
| Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
| Format: | Hardback |
| Pagination: | 222 pages |
| Series: | Wiley Finance |
| Genres: |
Finance and accounting |
Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hedging these transactions. Equity Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets.
Equity Derivatives features in the following genres: Finance and accounting
Hardback. Not Available.
Equity Derivatives was written by Marcus Overhaus and published by John Wiley & Sons, Inc. an imprint of Wiley
Equity Derivatives has 222 pages
Yes it is part of Wiley Finance series