Equity Hybrid Derivatives (Wiley, 2007) by Marcus Overhaus, Ana Bermudez, Hans Buehler, Andrew Ferraris, Christopher Jordinson and Aziz Lamnouar



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.

Hardcover: 336 pages
Publisher: Wiley; 1 edition (February 2, 2007)
Language: English
ISBN-10: 0471770582
ISBN-13: 978-0471770589