Theory and Applications
Edición de la obra Equity derivatives
| Autor | Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Frank Mao, Laurent Nguyen-Ngoc |
|---|---|
| Editorial | Wiley & Sons, Incorporated, John |
| Fecha de publicación | 2007 |
| Idioma | inglés |
| Páginas | 240 |
| ISBN-13 | 9780470239179 |
| Número de Cutter | O96e |
"Equity derivatives are a continuing success story that offer more flexibility and hedging opportunities than ever before. They comprise one of the most important components of capital markets. For this reason, it is imperative that financial professionals - from risk managers to derivatives traders - understand how equity derivatives are priced, hedged, utilized, and implemented via new technologies.". "Written by the quantitative research team of Deutsche Bank, the world leader in equity derivative transactions, Equity Derivatives: Theory and Applications is the definitive reference on the advanced use of these financial instruments. Pushing into new and cutting-edge areas of modeling and hedging, this book provides a balanced, integrated presentation of theory and practice. The theoretical treatment of each new modeling and hedging concept is followed by a demonstration of its practical application.". "Equity Derivatives: Theory and Applications also covers recent developments and new technologies that are fostering the delivery of pricing and hedging analytics over the Internet and company intranets - from outlining XML, the emerging standard for representing and transmitting various types of data, to the technologies available for distributed computing, namely SOAP and Web services. Not only will you come to learn how systems can be configured to represent financial market data in the context of equity derivatives, you will actually see how these applications function in the real world through vivid examples and illustrations."--BOOK JACKET.