Equity hybrid derivatives

Format:

Book

Author/Creator:

Overhaus, Marcus, author.

Contributor:

Overhaus, Marcus, Contributor.

Series:

[Wiley finance] Equity hybrid derivatives

Language:

English

Subjects (All):

Derivative securities.

Convertible securities.

Physical Description:

1 online resource (ix, 326 p.) : ill.

Edition:

1st edition

Place of Publication:

[Place of publication not identified] John Wiley & Sons 2007

Language Note:

English

System Details:

text file

Summary:

Take 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 presents leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly used for investment by hedge funds. You'll gain a balanced, integrated presentation of theory and practice, with an emphasis on understanding new techniques for analyzing volatility and credit derivative transactions linked to equity. In every instance, theory is illustrated along with 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.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 313-321) and index.

ISBN:

9781119201816

1119201810

OCLC:

788497580