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Equity Derivatives. Theory and Applications. Edition No. 1. Wiley Finance

  • ID: 2214245
  • Book
  • February 2002
  • 240 Pages
  • John Wiley and Sons Ltd
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.
Note: Product cover images may vary from those shown
Mathematical Introduction.

Incomplete Markets.

Financial Modeling with Lévy 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.
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Marcus Overhaus
Andrew Ferraris
Thomas Knudsen
Frank Mao
Laurent Nguyen-Ngoc
Gero Schindlmayr
Note: Product cover images may vary from those shown
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