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Marcus Overhaus - Equity Hybrid Derivatives - 9780471770589 - V9780471770589
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Equity Hybrid Derivatives

€ 126.66
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Description for Equity Hybrid Derivatives Hardcover. Praise for Equity Hybrid Derivatives "Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives. " --Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P. Series: Wiley Finance Series. Num Pages: 336 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 261 x 189 x 18. Weight in Grams: 756.
Take an in-depth look at equity hybrid derivatives.

Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book presents leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly used for investment by hedge funds. You'll gain a balanced, integrated presentation of theory and practice, with an emphasis on understanding new techniques for analyzing volatility and credit derivative transactions linked to equity. In every instance, theory is illustrated along with practical application.

Marcus Overhaus, PhD, is Managing Director and Global Head of Quantitative Research and Equity Structuring. Ana Bermudez, PhD, is an Associate in Global Quantitative Research. Hans Buehler, PhD, is a Vice President in Global Quantitative Research. Andrew Ferraris, DPhil, is a Managing Director in Global Quantitative Research. Christopher Jordinson, PhD, is a Vice President in Global Quantitative Research. Aziz Lamnouar, DEA, is a Vice President in Global Quantitative Research. All are associated with Deutsche Bank AG, London.

Product Details

Format
Hardback
Publication date
2007
Publisher
John Wiley and Sons Ltd United States
Number of pages
336
Condition
New
Series
Wiley Finance Series
Number of Pages
336
Place of Publication
New York, United States
ISBN
9780471770589
SKU
V9780471770589
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Marcus Overhaus
MARCUS OVERHAUS, PhD, is Managing Director and Global Head of Quantitative Products at Deutsche Bank AG. He holds a PhD in pure mathematics. ANA BERMÚDEZ, PhD, is an Associate in Quantitative Products at Deutsche Bank AG. Her work focuses on numerical methods for partial differential equations. She holds a PhD in applied mathematics. HANS BUEHLER, PhD, is a Director in Quantitative Products at Deutsche Bank AG. His work focuses on volatility modeling. He holds a PhD in stochastic analysis. ANDREW FERRARIS, DPhil, is a Managing Director in Quantitative Products at Deutsche Bank AG. His work focuses on applying advanced numerical methods to finance. He holds a DPhil in experimental particle physics. CHRISTOPHER JORDINSON, PhD, is a Vice President in Quantitative Products at Deutsche Bank AG. His work focuses on calibration and equity interest rate hybrid models. He holds a PhD in astrophysics. AZIZ LAMNOUAR, DEA, is a Vice President in Quantitative Products at Deutsche Bank AG. His work focuses on credit and credit-hybrid modeling. He holds a DEA in stochastics and finance.

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