| 書(shū)目名稱 | Equity Derivatives and Hybrids | | 副標(biāo)題 | Markets, Models and | | 編輯 | Oliver Brockhaus | | 視頻video | http://file.papertrans.cn/314/313512/313512.mp4 | | 叢書(shū)名稱 | Applied Quantitative Finance | | 圖書(shū)封面 |  | | 描述 | Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner‘s perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data representation, calibration, and sensitivity computation. Traders and structurers will learn about structured products, selection of the most appropriate models, as well as efficient hedging methods while risk managers will better understand market, credit, and model risk and find valuable information on advanced correlation concepts.Equity Derivatives and Hybrids provides exhaustive coverage of both market standard and new approaches, including: -Empirical properties of stock returns including autocorrelation and jumps-Dividend dis | | 出版日期 | Book 2016 | | 關(guān)鍵詞 | equities; equity derivatives; hybrid derivatives; financial derivatives; derivatives; financial mathemati | | 版次 | 1 | | doi | https://doi.org/10.1057/9781137349491 | | isbn_ebook | 978-1-137-34949-1Series ISSN 2947-700X Series E-ISSN 2947-7018 | | issn_series | 2947-700X | | copyright | The Editor(s) (if applicable) and The Author(s) 2016 |
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