Equity Hybrid Derivatives (Wiley Finance)
Editorial Reviews
Book Description
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 acquaints readers with leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly being utilized for active investment strategies by hedge funds. Equity Hybrid Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets, with an emphasis on understanding new techniques for analyzing volatility and credit derivative transactions linked to equity. In every instance, theory is illustrated with an emphasis on demonstrating its practical application.
Marcus Overhaus, PhD, is Managing Director and Global Head of Quantitative Research and Equity Structuring. Ana Bermudez, PhD, is an Associate in Global Quantitative Research. Hans Buehler, PhD, is a Vice President in Global Quantitative Research. Andrew Ferraris, DPhil, is a Managing Director in Global Quantitative Research. Christopher Jordinson, PhD, is a Vice President in Global Quantitative Research. Aziz Lamnouar, DEA, is a Vice President in Global Quantitative Research. All are associated with Deutsche Bank AG, London.
Equity Hybrid Derivatives (Wiley Finance),Marcus Overhaus,Ana Bermudez,Hans Buehler,Andrew Ferraris,Christopher Jordinson,Aziz Lamnouar,Wiley,0471770582,Business & Economics,Business / Economics / Finance,Business/Economics,Convertible securities,Corporate Finance,Derivative securities,Finance,Investments & Securities - General,Business & Economics / Investments & Securities,Investment & securities
Book Details:
Recommended Books