Verwandte Artikel zu Equity Derivatives: Theory and Applications: 106 (Wiley...
Inhaltsangabe
Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hedging these transactions. Equity Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets. It provides a theoretical treatment of each new modeling and hedging concept first, and then demonstrates their practical application. The book covers: the newest and fastest-growing class of derivative instruments, fund derivatives; cutting-edge developments in equity derivative modeling; new developments in correlation modeling and understanding volatility skews; and new Web-based implementation/delivery methods.
Marcus Overhaus, PhD, Andrew Ferraris, DPhil, Thomas Knudsen, PhD, Frank Mao, PhD, Ross Milward, Laurent Nguyen-Ngoc, PhD, and Gero Schindlmayr, PhD, are members of the Quantitative Research team of Deutsche Bank's Global Equity Division, which is based in London and headed by Dr. Overhaus.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
MARCUS OVERHAUS, PhD, ANDREW FERRARIS, DPhil, THOMAS KNUDSEN, PhD, ROSS MILWARD, LAURENT NGUYEN-NGOC, PhD, and GERO SCHINDLMAYR, PhD, are members of the quantitative research team of Deutsche Bank's Global Equity Division, which is based in London and headed by Dr. Overhaus.
Von der hinteren Coverseite
Equity derivatives are a continuing success story that offer more flexibility and hedging opportunities than ever before. They comprise one of the most important components of capital markets. For this reason, it is imperative that financial professionals-from risk managers to derivatives traders-understand how equity derivatives are priced, hedged, utilized, and implemented via new technologies.
Written by the quantitative research team of Deutsche Bank, the world leader in equity derivative transactions, Equity Derivatives: Theory and Applications is the definitive reference on the advanced use of these financial instruments. Pushing into new and cutting-edge areas of modeling and hedging, this book provides a balanced, integrated presentation of theory and practice. The theoretical treatment of each new modeling and hedging concept is followed by a demonstration of its practical application. Developments in areas such as equity-linked structures and volatility modeling, and the delivery of pricing over the Internet, are clearly analyzed and presented, using graphs, formulas, and examples that are truly unique to this book.
Each chapter highlights important facets of equity derivatives, including:
* An introduction of probability theory and stochastic calculus that provides the mathematical foundation needed to understand the examples presented
* Pricing and hedging in incomplete markets
* A thorough explanation of Lévy processes and their application to finance, e.g., extended Heston model
* Two-factor finite difference techniques
* In-depth analysis of convertible bonds and the advantages of convertible bond asset swaps
Equity Derivatives: Theory and Applications also covers recent developments and new technologies that are fostering the delivery of pricing and hedging analytics over the Internet and company intranets-from outlining XML, the emerging standard for representing and transmitting various types of data, to the technologies available for distributed computing, namely SOAP and Web services. Not only will you come to learn how systems can be configured to represent financial market data in the context of equity derivatives, you will actually see how these applications function in the real world through vivid examples and illustrations.
No book on equity derivatives brings together the areas of theory and its applications to derivatives pricing and risk management in the way this groundbreaking book does. Take the knowledge and experience of the quantitative research team of Deutsche Bank, and put equity derivatives to work for you.
Aus dem Klappentext
Equity derivatives are a continuing success story that offer more flexibility and hedging opportunities than ever before. They comprise one of the most important components of capital markets. For this reason, it is imperative that financial professionals-from risk managers to derivatives traders-understand how equity derivatives are priced, hedged, utilized, and implemented via new technologies.
Written by the quantitative research team of Deutsche Bank, the world leader in equity derivative transactions, Equity Derivatives: Theory and Applications is the definitive reference on the advanced use of these financial instruments. Pushing into new and cutting-edge areas of modeling and hedging, this book provides a balanced, integrated presentation of theory and practice. The theoretical treatment of each new modeling and hedging concept is followed by a demonstration of its practical application. Developments in areas such as equity-linked structures and volatility modeling, and the delivery of pricing over the Internet, are clearly analyzed and presented, using graphs, formulas, and examples that are truly unique to this book.
Each chapter highlights important facets of equity derivatives, including:
* An introduction of probability theory and stochastic calculus that provides the mathematical foundation needed to understand the examples presented
* Pricing and hedging in incomplete markets
* A thorough explanation of Lévy processes and their application to finance, e.g., extended Heston model
* Two-factor finite difference techniques
* In-depth analysis of convertible bonds and the advantages of convertible bond asset swaps
Equity Derivatives: Theory and Applications also covers recent developments and new technologies that are fostering the delivery of pricing and hedging analytics over the Internet and company intranets-from outlining XML, the emerging standard for representing and transmitting various types of data, to the technologies available for distributed computing, namely SOAP and Web services. Not only will you come to learn how systems can be configured to represent financial market data in the context of equity derivatives, you will actually see how these applications function in the real world through vivid examples and illustrations.
No book on equity derivatives brings together the areas of theory and its applications to derivatives pricing and risk management in the way this groundbreaking book does. Take the knowledge and experience of the quantitative research team of Deutsche Bank, and put equity derivatives to work for you.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 8,08
EUR 3,44 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerNeu kaufen
Diesen Artikel anzeigen
EUR 72,36
EUR 5,72 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerSuchergebnisse für Equity Derivatives: Theory and Applications: 106 (Wiley...
Beispielbild für diese ISBN
Equity Derivatives: Theory and Applications (Wiley Finance)
Anbieter: Bahamut Media, Reading, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Artikel-Nr. 6545-9780471436461
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Equity Derivatives: Theory and Applications
Anbieter: MusicMagpie, Stockport, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: Very Good. 1747488331. 5/17/2025 1:25:31 PM. Artikel-Nr. U9780471436461
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Equity Derivatives: Theory and Applications (Wiley Finance)
Anbieter: AwesomeBooks, Wallingford, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Very Good. Equity Derivatives: Theory and Applications (Wiley Finance) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Artikel-Nr. 7719-9780471436461
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Equity Derivatives: Theory and Applications
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9780471436461_new
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Equity Derivatives
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. MARCUS OVERHAUS, PhD, ANDREW FERRARIS, DPhil, THOMAS KNUDSEN, PhD, ROSS MILWARD, LAURENT NGUYEN-NGOC, PhD, and GERO SCHINDLMAYR, PhD, are members of the quantitative research team of Deutsche Bank s Global Equity Division, which is based in London and heade. Artikel-Nr. 446916557
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Equity Derivatives : Theory and Applications
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Neuware - Dieses Buch erläutert die aktuellsten Erkenntnisse zu Modellbildung und Hedging bei Aktienderivaten. Anders als vergleichbare Fachbücher, behandelt 'Equity Derivatives' Theorie und Praxis in einem ausgewogenen Verhältnis. Zunächst geben die Autoren eine verständliche Einführung in die theoretischen Grundlagen jedes einzelnen Themenbereichs und gehen erst dann mit konkreten Anweisungen und Ratschlägen auf die Anwendung in der Praxis ein. Untersucht werden insbesondere Fondsderivate, die die neueste und am schnellsten wachsende Klasse derivativer Finanzinstrumente bilden sowie aktuelle Entwicklungen im Bereich derivativer Aktienmodelle, Korrellations- und Volatilitätsmodelle. Geschrieben von einem Expertenteam der Deutsche Bank, die international führend ist auf dem Gebiet innovativer Aktienderivate. Artikel-Nr. 9780471436461
Anzahl: 2 verfügbar
Beispielbild für diese ISBN
Equity Derivatives: Theory and Applications
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Brand New. 1st edition. 222 pages. 9.50x6.50x1.00 inches. In Stock. Artikel-Nr. x-0471436461
Anzahl: 2 verfügbar
Beispielbild für diese ISBN
Equity Derivatives
Anbieter: Kennys Bookstore, Olney, MD, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hedging these transactions. Equity Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets. Series: Wiley Finance. Num Pages: 240 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 238 x 162 x 21. Weight in Grams: 518. . 2001. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. Artikel-Nr. V9780471436461
Anzahl: Mehr als 20 verfügbar