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Equity Derivatives and Hybrids: Markets, Models and Methods
Oliver Brockhaus
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Description for Equity Derivatives and Hybrids: Markets, Models and Methods
Hardback. this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. Series: Applied Quantitative Finance. Num Pages: 288 pages, 19 figures. BIC Classification: KFFM. Category: (G) General (US: Trade). Dimension: 240 x 159. Weight in Grams: 454.
Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data ... Read more
Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data ... Read more
Product Details
Format
Hardback
Publication date
2015
Publisher
Palgrave Macmillan United Kingdom
Number of pages
288
Condition
New
Series
Applied Quantitative Finance
Number of Pages
287
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137349484
SKU
V9781137349484
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-99
About Oliver Brockhaus
Oliver Brockhaus is Senior Vice-President at MathFinance AG, an independent consulting company. He has 15 years of experience as front office quantitative analyst. Past positions include Head of European Equity Quantitative Analytics at Royal Bank of Scotland, Head of Equity Financial Engineering at Commerzbank, Credit Quantitative Analyst at Calyon and Hypovereinsbank, as well as Equity Quant at JP Morgan and ... Read more
Reviews for Equity Derivatives and Hybrids: Markets, Models and Methods
'This deep, on-the-money account of equity derivatives and hybrids will appeal to finance professionals and finance professors alike.' -Peter Carr, PhD, Managing Director, Market Modeling, Morgan Stanley; Executive Director, Masters in Math Finance, NYU Courant Institute Oliver Brockhaus is to be commended for his thoughtfully curated compendium ... Read more