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Equity Hybrid Derivatives

part of the Wiley Finance series

About Equity Hybrid Derivatives

Praise for Equity Hybrid Derivatives "Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives. " --Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P.

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  • Language:
  • English
  • ISBN:
  • 9780471770589
  • Binding:
  • Hardback
  • Pages:
  • 336
  • Published:
  • February 19, 2007
  • Dimensions:
  • 189x261x18 mm.
  • Weight:
  • 756 g.
Delivery: 2-4 weeks
Expected delivery: December 20, 2024

Description of Equity Hybrid Derivatives

Praise for Equity Hybrid Derivatives "Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives. " --Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P.

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