Equity Hybrid Derivatives
Equity Hybrid Derivatives by Marcus Overhaus, published by John Wiley & Sons on February 2, 2007, offers a comprehensive examination of equity hybrid derivatives. This 336-page book is written by the quantitative research team of Deutsche Bank, focusing on innovative approaches to modeling, valuing, and hedging in this increasingly popular investment area, particularly among hedge funds. The text provides a balanced presentation of both theory and practical applications, emphasizing new techniques for analyzing volatility and credit derivative transactions related to equity.
Readers will find an integrated approach that combines theoretical insights with real-world applications, making complex concepts accessible. The book delves into the intricacies of equity hybrid derivatives, providing valuable information for those interested in investments and securities. With its focus on advanced methodologies, this edition serves as a resource for professionals seeking to enhance their understanding of the evolving landscape of equity derivatives.
Official synopsis Publisher
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.
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