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EQUITY DERIVATIVES: THEORY AND APPLICATIONS

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.

Availability
10006029332.63 OVE eRLC MM (Rak Buku Umum)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
332.63 OVE e
Publisher
New York : John Wiley & Sons.,
Collation
xii, 222 p. : ill ; 24cm.
Language
English
ISBN/ISSN
0-471-43646-1
Classification
332.63
Content Type
-
Edition
1st. ed.
Subject(s)
Buku Umum
Hedging
Derivative Securities
Financial Modelling
Specific Detail Info
-
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No other version available

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