Equity Derivatives / Wiley Finance Editions (ePub)
Theory and Applications
(Sprache: Englisch)
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...
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...
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Produktinformationen zu „Equity Derivatives / Wiley Finance Editions (ePub)“
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.
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.
Inhaltsverzeichnis zu „Equity Derivatives / Wiley Finance Editions (ePub)“
Mathematical Introduction. Incomplete Markets. Financial Modeling with Levy Processes. Finite Difference Methods for Multifactor Models. Convertible Bonds and Asset Swaps. Data Representation. Application Connectivity. Web-Based Quantitative Services. Portfolio and Hedging Simulation. References. Index.
Autoren-Porträt von Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr
MARCUS OVERHAUS, PhD, ANDREW FERRARIS, DPhil, THOMAS KNUDSEN, 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.
Bibliographische Angaben
- Autoren: Marcus Overhaus , Andrew Ferraris , Thomas Knudsen , Ross Milward , Laurent Nguyen-Ngoc , Gero Schindlmayr
- 2011, 1. Auflage, 240 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118160878
- ISBN-13: 9781118160879
- Erscheinungsdatum: 10.08.2011
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Größe: 6.80 MB
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Sprache:
Englisch
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