Overhaus, Marcus

Equity hybrid derivatives - New Jersey John Wiley & Sons 2007 - ix, 326 p.

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)

9780471770589


Convertible securities
Derivative securities

332.6457 / O9E7