Equity Derivatives : Theory and Applications PDF
by Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc, Gero Schindlmayr
Description
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.
Information
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Download - Immediately Available
- Format:PDF
- Publisher:Wiley
- Publication Date:12/05/2003
- Category:
- ISBN:9780471229162
Other Formats
- Hardback from £60.85
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Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Wiley
- Publication Date:12/05/2003
- Category:
- ISBN:9780471229162