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Equity Derivatives : Theory and Applications, Hardcover by Overhaus, Marcus (...
- Item No : 365720114590
- Condition : Like New
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- Seller : greatbookprices1
- Current Bid : US $76.85
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* Item Description
- Equity Derivatives : Theory and Applications, Hardcover by Overhaus, Marcus (EDT); Ferraris, Andrew; Knudsen, Thomas; Milward, Ross; Nguyen-Ngoc, Laurent; Schindlmayr, Gero; Overhaus, Marcus, ISBN 0471436461, ISBN-13 9780471436461, Like New Used, Free shipping in the US
Overhaus and his colleagues (all members of the quantitative research team of Deutsche Bank's Global Equity Division) offer advice on how to profit from equity derivative and equity-linked structure. After laying out the mathematical foundations of the material, chapters examine pricing and hedging in incomplete markets, LFvy processes and their applications to finance, how to set up general multifactor finite difference frameworks, the use of convertible bond asset swaps, the advantages of new technologies such as XML and distributed computing, and applications of a portfolio and hedging simulation engine to discrete hedging and hedging in the Heston model. Annotation c. Book News, Inc., Portland, OR ()
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