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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 -- Forwar…
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 inc…
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities…
"Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management. To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securiti…
"A masterful presentation of the many risk exposures embedded in the fast growing world of rate, credit and equity hybrid products by leading scholars. The handbook is an essential addition for those venturing into the intricate details of pricing and risk managing the complexit…
"Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk managementTo an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities…