Equity hybrid derivatives /

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 in...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Overhaus, Marcus
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley, ©2007.
Series:Wiley finance series.
Subjects:
Derivative securities.
Convertible securities.
Instruments dérivés (Finances)
Titres convertibles.
Finance.
Business & Economics.
Investment & Speculation.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Modeling Volatility. Theory
  • Applications
  • Equity Interest Rate Hybrids. Short-Rate Models
  • Hybrid Products
  • Constant Proportion Portfolio Insurance
  • Equity Credit Hybrids. Credit Modeling
  • Advanced Pricing Techniques. Copulas Applied to Derivatives Pricing
  • Forward PDEs and Local Volatility Calibration
  • Numerical Solution of Multifactor Pricing Problems Using Lagrange-Galerkin with Duality Methods
  • American Monte Carlo.

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