Equity Derivatives Theory and Applications
Synopsis
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.Book details
- Series:
- Wiley Finance (Book 106)
- Author:
- Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc, Gero Schindlmayr
- ISBN:
- 9781118160879
- Related ISBNs:
- 9780471436461
- Publisher:
- Wiley
- Pages:
- N/A
- Reading age:
- Not specified
- Includes images:
- Yes
- Date of addition:
- 2019-09-09
- Usage restrictions:
- Copyright
- Copyright date:
- 2002
- Copyright by:
- John Wiley & Sons
- Adult content:
- No
- Language:
- English
- Categories:
- Business and Finance, Nonfiction