Equity Derivatives : Theory and Applications Hardback
by Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc, Gero Schindlmayr
Part of the Wiley Finance series
Hardback
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
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:240 pages, Tables: 3 B&W, 0 Color; Graphs: 64 B&W, 0 Color
- Publisher:John Wiley & Sons Inc
- Publication Date:13/02/2002
- Category:
- ISBN:9780471436461
Other Formats
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Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:240 pages, Tables: 3 B&W, 0 Color; Graphs: 64 B&W, 0 Color
- Publisher:John Wiley & Sons Inc
- Publication Date:13/02/2002
- Category:
- ISBN:9780471436461
