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Equity Derivatives: Theory and Applications

Equity Derivatives: Theory and Applications

Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmay
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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.
الفئات:
عام:
2001
الناشر:
Wiley
اللغة:
english
الصفحات:
208
ISBN 10:
0471436461
ISBN 13:
9780471436461
سلسلة الكتب:
Wiley Finance
ملف:
PDF, 999 KB
IPFS:
CID , CID Blake2b
english, 2001
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