Image de l'éditeur

Equity Hybrid Derivatives (Hardback)

Marcus Overhaus, Ana Bermudez, Hans Buehler

1 avis par Goodreads
ISBN 10: 0471770582 / ISBN 13: 9780471770589
Edité par John Wiley and Sons Ltd, United States, 2007
Neuf(s) Etat : New Couverture rigide
Vendeur The Book Depository US (London, Royaume-Uni)

Vendeur AbeBooks depuis 10 septembre 2013

Quantité : 1

Acheter neuf
Prix conseillé : 105.00
Prix: EUR 67,09 Autre devise
Livraison : EUR 0 De Royaume-Uni vers Etats-Unis Destinations, frais et délais
Ajouter au panier

A propos de cet article

Language: English . Brand New Book. 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. N° de réf. du libraire AAH9780471770589

Poser une question au libraire

Détails bibliographiques

Titre : Equity Hybrid Derivatives (Hardback)

Éditeur : John Wiley and Sons Ltd, United States

Date d'édition : 2007

Reliure : Hardback

Etat du livre :New

Edition : 1. Auflage.

A propos de ce titre

Synopsis :

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.

From the Inside Flap:

Over the last few years, equity hybrid derivatives have gained the attention of financial professionals. Combining established asset classes—equity, credit, interest rates, and foreign exchange—equity hybrid derivatives pose a very interesting challenge when it comes to modeling techniques and forming a solid hybrid model framework.

Written by the Quantitative Products team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book will acquaint you with cutting-edge thinking in modeling, valuing, and hedging for this market—which is increasingly being utilized for active investment strategies by hedge funds. Divided into four comprehensive parts, 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.

Part One of Equity Hybrid Derivatives offers valuable insight into different volatility models and their applications to equity markets. It also contains some very recent developments in this field, such as variance swap market models. In Part Two, you'll receive a brief review of short rate models and their incorporation into equity interest rate hybrid structures. Essential examples covered here include the conditional trigger swap, convertible bonds, and the very important constant proportion portfolio insurance (CPPI) structures. Part Three provides a thorough introduction to credit modeling and discusses its importance to equity-credit hybrid derivative structures. Pricing and calibration techniques are examined in detail and important examples like equity default swaps (EDS) are also given. The final part of Equity Hybrid Derivatives is dedicated to the advanced pricing techniques applied to various hybrid and callable structures. Here, you'll become familiar with everything from copulas and forward partial differential equations to numerical solutions for multi-factor pricing problems and American Monte Carlo techniques for derivative pricing.

Filled with in-depth insight and expert advice, Equity Hybrid Derivatives provides well-rounded coverage of this growing class of structures. In every instance, the theory and facts presented are clearly analyzed through graphs, formulas, and examples—making a complex topic accessible more than ever before.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Description de la librairie

Book Depository is an international bookseller. We ship our books to over 100 countries around the globe and we are always looking to add more countries to the list. We really, really love books and offer millions of titles, currently over 10 million of them, with this figure increasing daily. Living by our motto, 'Bookseller to the World', we focus on offering as many titles as possible to as many customers as possible. Most of our titles are dispatched within 2 business days of your order. Apart from publishers, distributors and wholesalers, we even list and supply books from other retailers! We hope you enjoy our selection and discover your new favorite book.

Visitez la page d?accueil du vendeur

Conditions de vente :

All books are shipped in New condition promptly, we are happy to accept returns up to 30 days from purchase. Orders usually ship within 1-2 business days. Domestic Shipments are sent by Royal Mail, and International by Priority Airmail. We are happy to accept returns up to 30 days from purchase. Please contact the seller directly if you wish to return an order. Name of business : The Book Depository Ltd Form of legal entity : A Limited Company Business address: The Book Depository, 60 Holborn Vi...

Pour plus d'information
Conditions de livraison :

Orders usually ship within 1-2 business days. Domestic Shipments are sent by Royal Mail, and International by Priority Airmail. We are happy to accept returns up to 30 days from purchase. Please contact the seller directly if you wish to return an order.

Afficher le catalogue du vendeur

Modes de paiement
acceptés par le vendeur

Visa Mastercard American Express Carte Bleue