Equity Derivatives

Theory and Applications

Business & Finance, Finance & Investing, Finance
Cover of the book Equity Derivatives by Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc, Gero Schindlmayr, Wiley
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Author: Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc, Gero Schindlmayr ISBN: 9781118160879
Publisher: Wiley Publication: August 10, 2011
Imprint: Wiley Language: English
Author: Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc, Gero Schindlmayr
ISBN: 9781118160879
Publisher: Wiley
Publication: August 10, 2011
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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