marcus overhaus (14 Ergebnisse)

Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

hardcover. Zustand: Very Good.

Hardcover. Zustand: Très bon. Edition 2007. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Edition 2007. Ammareal gives back up to 15% of this item's net price to charity organizations.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In.

Zustand: New. In.

Zustand: New. pp. ix + 326 Illus.

Hardcover Feb 20, 2007. Zustand: gebraucht; wie neu. praktisch wie ungebraucht.

Hardcover. Zustand: Brand New. 1st edition. 222 pages. 9.50x6.50x1.00 inches. In Stock.

Hardcover. Zustand: Brand New. 1st edition. 336 pages. 10.25x7.25x1.50 inches. In Stock.

Zustand: New. Praise for Equity Hybrid Derivatives "Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives. " --Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P. Series: Wiley Finance Series. Num Pages: 336 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 261 x 189 x 18. Weight in Grams: 756. . 2007. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

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.

Buch. Zustand: Neu. Neuware - 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.; 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.

Buch. Zustand: Neu. Neuware - Praise for Equity Hybrid Derivatives'Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives.'--Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P., New York, and Director of the Masters in Math Finance Program, Courant Institute, New York University'This is a unique book. It is a deep and sophisticated treatment of equity hybrids: the products, the models, the mathematics, and the numerics. Anyone with a serious interest in the market will need this book.'--Dr. Nick Webber, Director of the Financial Options Research Centre, University of Warwick'The Quantitative Products Group of Deutsche Bank continues the study of the latest generation of equity derivatives with the same talent as in its previous books. The market has integrated a wide range of new asset classes such as realized volatility, hedge fund strategy, or hybrid structures in fixed income-equity and equity-credit, which are now booming. These hybrid products have also generated new numerical problems both for PDEs or Monte Carlo methods. To offer both a concise presentation of the risk analysis and a comprehensive overview of the pricing and hedging methodology of these complex exotic structures was a great challenge; I must say that I am very impressed by the result.'--Professor Nicole El-Karoui, Ecole Polytechnique Paris'This is an excellent book on equity hybrid derivatives, written from the practitioner's point of view by a leading quant team. It provides a comprehensive overview of state-of-the-art methodology combined with cutting-edge research in mathematical finance. The book is a most valuable read both for academics and practitioners.'--Professor Alexander Schied, Berlin University of Technology.