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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…