02853oam 2200577zu 450 991014118040332120210807001630.01-119-20181-0(CKB)2670000000140529(SSID)ssj0000577533(PQKBManifestationID)12227952(PQKBTitleCode)TC0000577533(PQKBWorkID)10561649(PQKB)10396518(CaSebORM)9780471770589(EXLCZ)99267000000014052920160829d2007 uy engurunu|||||txtccrEquity hybrid derivatives1st edition[Place of publication not identified]John Wiley & Sons20071 online resource (ix, 326 p.) ill[Wiley finance] Equity hybrid derivatives Bibliographic Level Mode of Issuance: Monograph0-471-77058-2 Includes bibliographical references (p. 313-321) and index.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.Derivative securitiesConvertible securitiesFinanceHILCCBusiness & EconomicsHILCCInvestment & SpeculationHILCCElectronic books.Derivative securitiesConvertible securitiesFinanceBusiness & EconomicsInvestment & Speculation332.64/5785.33bclOVERHAUS MARCUS977616Overhaus MarcusPQKBBOOK9910141180403321Equity hybrid derivatives2227252UNINA