LEADER 02853oam 2200577zu 450 001 9910141180403321 005 20210807001630.0 010 $a1-119-20181-0 035 $a(CKB)2670000000140529 035 $a(SSID)ssj0000577533 035 $a(PQKBManifestationID)12227952 035 $a(PQKBTitleCode)TC0000577533 035 $a(PQKBWorkID)10561649 035 $a(PQKB)10396518 035 $a(CaSebORM)9780471770589 035 $a(EXLCZ)992670000000140529 100 $a20160829d2007 uy 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 00$aEquity hybrid derivatives 205 $a1st edition 210 31$a[Place of publication not identified]$cJohn Wiley & Sons$d2007 215 $a1 online resource (ix, 326 p.) $cill 225 0 $a[Wiley finance] Equity hybrid derivatives 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a0-471-77058-2 320 $aIncludes bibliographical references (p. 313-321) and index. 330 $aTake 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. 606 $aDerivative securities 606 $aConvertible securities 606 $aFinance$2HILCC 606 $aBusiness & Economics$2HILCC 606 $aInvestment & Speculation$2HILCC 608 $aElectronic books. 615 0$aDerivative securities 615 0$aConvertible securities 615 7$aFinance 615 7$aBusiness & Economics 615 7$aInvestment & Speculation 676 $a332.64/57 686 $a85.33$2bcl 700 $aOVERHAUS$b MARCUS$0977616 702 $aOverhaus$b Marcus 801 0$bPQKB 906 $aBOOK 912 $a9910141180403321 996 $aEquity hybrid derivatives$92227252 997 $aUNINA