Equity Derivatives

Beschreibung

Written by the quantitative research team of Deutsche Bank, theworld leader in innovative equity derivative transactions, thisbook acquaints readers with leading-edge thinking in modeling andhedging these transactions. Equity Derivatives offers a balanced,integrated presentation of theory and practice in equity derivativemarkets. It provides a theoretical treatment of each new modelingand hedging concept first, and then demonstrates their practicalapplication. The book covers: the newest and fastest-growing classof derivative instruments, fund derivatives; cutting-edgedevelopments in equity derivative modeling; new developments incorrelation modeling and understanding volatility skews; and newWeb-based implementation/delivery methods. Marcus Overhaus, PhD, Andrew Ferraris, DPhil, Thomas Knudsen, PhD,Frank Mao, PhD, Ross Milward, Laurent Nguyen-Ngoc, PhD, and GeroSchindlmayr, PhD, are members of the Quantitative Research team ofDeutsche Bank's Global Equity Division, which is based in Londonand headed by Dr. Overhaus.

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Marcus Overhaus

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