株式会社極東書店トップ＞商品一覧＞ Equity Hybrid Derivatives.

商品詳細

Name: Equity Hybrid Derivatives.
Author: Overhaus, Marcus / Bermudez, A. / Buehler, H. et al.
ISBN: 978-0-471-77058-9

Equity Hybrid Derivatives. エクイティ・ハイブリッド・デリバティブ

・ISBN 978-0-471-77058-9 cloth

お気に入り ★★★

お問い合わせ

電子版あり大学・学術機関向け電子ブック（eBook）ISBN 978-1-119-20181-6

電子ブックの価格を見る

著者・編者	Overhaus, Marcus / Bermudez, A. / Buehler, H. et al.,
シリーズ	Wiley Finance Series
出版社	(Wiley, US)
出版年月	2007
ページ数	326 pp.
言語	ENG
ニュース番号	＜528-518＞

解説

Take an in-depth look at equity hybrid derivatives.

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.

Marcus Overhaus, PhD, is Managing Director and Global Head of Quantitative Research and Equity Structuring. Ana Bermudez, PhD, is an Associate in Global Quantitative Research. Hans Buehler, PhD, is a Vice President in Global Quantitative Research. Andrew Ferraris, DPhil, is a Managing Director in Global Quantitative Research. Christopher Jordinson, PhD, is a Vice President in Global Quantitative Research. Aziz Lamnouar, DEA, is a Vice President in Global Quantitative Research. All are associated with Deutsche Bank AG, London.