Equity Derivatives and Hybrids: Markets, Models and Methods

by Oliver Brockhaus

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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...

Format:Hardcover

Language:English

ISBN:1137349484

ISBN13:9781137349484

Release Date:November 2015

Publisher:Palgrave MacMillan

Length:287 Pages

Weight:1.42 lbs.

Dimensions:1.0" x 6.4" x 9.5"

Related Subjects

Business Business & Investing Economics

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Equity Derivatives and Hybrids: Markets, Models and Methods

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