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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   $aBibliographic Level Mode of Issuance: Monograph
311 08$a9780471770589 
311 08$a0471770582 
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$2HILCC
615  0$aDerivative securities.
615  0$aConvertible securities.
615  7$aFinance
615  7$aBusiness & Economics
615  7$aInvestment & Speculation
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700   $aOVERHAUS$b MARCUS$01838379
702   $aOverhaus$b Marcus
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906   $aBOOK
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996   $aEquity hybrid derivatives$94417336
997   $aUNINA