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Viac informácií o knihe Equity Derivatives: Theory and Applications

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Anotácia knihy

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.

Parametre knihy

• Celý názov: Equity Derivatives: Theory and Applications
• Autor: Marcus Overhaus, Andrew Ferraris, Thomas E. Knudsen, Frank Mao, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 240
• EAN: 9780471436461
• ISBN: 0471436461
• ID: 04890935
• Nakladateľ: John Wiley & Sons Inc
• Hmotnosť: 514 g
• Rozmery: 234 × 166 × 21 mm
• Dátum vydania: 13. February 2002

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