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Equity Hybrid Derivatives
0 - Used - good
Description
-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
Product details
Edition:
1
Number of Pages:
336
Release Date:
2007-02-20
Publication Date:
2006-12-01
Publisher:
Wiley
Languages:
Original:
English
ISBN10:
0471770582
ISBN13:
9780471770589
GPSR Manufacturer Reference:
Weight:
834 g
Height:
183 cm
Width:
260 cm
Thickness:
23 cm
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