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Ferraris, Andrew

Equity Derivatives: Theory and Applications

Ferraris, Andrew - Equity Derivatives: Theory and Applications, ebook

104,15€

Ebook, ePUB with Adobe DRM
ISBN: 9781118160879
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Printing72 pages with an additional page accrued every 11 hours, capped at 72 pages
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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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
 
 
 
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2003
Language
en
Edition
1
Series
Wiley Finance
Page amount
240 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118160879
Printed ISBN
9780471436461

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