Equity hybrid derivatives

By: Overhaus, Marcus
Material type: TextTextPublisher: New Jersey John Wiley & Sons 2007Description: ix, 326 p.ISBN: 9780471770589Subject(s): Convertible securities | Derivative securitiesDDC classification: 332.6457 Summary: 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. (http://as.wiley.com/WileyCDA/WileyTitle/productCd-0471770582.html)
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Books Vikram Sarabhai Library
Slot 719 (0 Floor, West Wing) 332.6457 O9E7 (Browse shelf) Available 171804

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. (http://as.wiley.com/WileyCDA/WileyTitle/productCd-0471770582.html)

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