Equity Derivatives: Theory and ApplicationsISBN: 978-0-471-43646-1
Hardcover
240 pages
January 2002
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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.