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Equity Hybrid Derivatives
Marcus Overhaus
€ 95.12
€ 79.61
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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.
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. ... Read more
Show LessProduct 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 ... Read more
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