Equity Hybrid Derivatives (精装)
点此进入淘宝搜索页搜索分類: 图书,进口原版书,Business & Investing（商业与投资）,Investing（投资）,
品牌: Marcus OverhausAna BermudezHans BuehlerAndrew FerrarisChristopher JordinsonAziz Lamnouar
基本信息出版社:John Wiley & Sons (2007年2月2日)外文书名:股权混合型衍生金融产品丛书名:Wiley Finance精装:336页正文语种:英语ISBN:0471770582条形码:9780471770589产品尺寸及重量:25.6 x 18.8 x 3.2 cm ; 840 gASIN:0471770582商品描述内容简介在线阅读本书
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.作者简介MARCUS OVERHAUS, PhD, is Managing Director and Global Head of Quantitative Products at Deutsche Bank AG. He holds a PhD in pure mathematics.ANA BERMÚDEZ, PhD, is an Associate in Quantitative Products at Deutsche Bank AG. Her work focuses on numerical methods for partial differential equations. She holds a PhD in applied mathematics.HANS BUEHLER, PhD, is a Director in Quantitative Products at Deutsche Bank AG. His work focuses on volatility modeling. He holds a PhD in stochastic analysis.ANDREW FERRARIS, DPhil, is a Managing Director in Quantitative Products at Deutsche Bank AG. His work focuses on applying advanced numerical methods to finance. He holds a DPhil in experimental particle physics.CHRISTOPHER JORDINSON, PhD, is a Vice President in Quantitative Products at Deutsche Bank AG. His work focuses on calibration and equity interest rate hybrid models. He holds a PhD in astrophysics.AZIZ LAMNOUAR, DEA, is a Vice President in Quantitative Products at Deutsche Bank AG. His work focuses on credit and credit-hybrid modeling. He holds a DEA in stochastics and finance.
