Equity Derivatives : Theory and Applications

Ferraris, Andrew, Nguyen-Ngoc, Laurent, Overhaus, Marcus, Mao, Frank, Knudsen, Thomas

ISBN 10: 0471436461 / ISBN 13: 9780471436461

Verlag: Wiley & Sons, Incorporated, John, 2002

Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Bestandsnummer des Verkäufers 45910907-6

Inhaltsangabe:

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.

Über die Autorin bzw. den Autor: MARCUS OVERHAUS, PhD, ANDREW FERRARIS, DPhil, THOMAS KNUDSEN, 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.

Bibliografische Details

Titel: Equity Derivatives : Theory and Applications
Verlag: Wiley & Sons, Incorporated, John
Erscheinungsdatum: 2002
Einband: Hardcover
Zustand: Good
Auflage: 1st Edition.