Equity derivatives and hybrids : markets, models and methods /: markets, models and methods. (2016)

• Record Type: Book
• Further Information: Note: Oliver Brockhaus.
• Authors: Brockhaus, Oliver
• Contents: 1 Empirical evidence -- 2 Equity derivatives market -- 3 Exotic equity derivatives -- 4 Implied volatility -- 5 Dividends -- 6 Short volatility models -- 7 Implied volatility dynamics -- 8 Correlation -- 9 Copulas -- 10 Fixed income -- 11 Equity-interest rate hybrids -- 12 Credit -- 13 Defaultable equity -- 14 Counterparty credit risk -- 15 Foreign exchange -- 16 Affine processes -- 17 Monte Carlo -- 18 Gauss.
• Publisher Details: Houndmills, Basingstoke, Hampshire New York, NY : Palgrave Macmillan
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (xvi, 287 pages), illustrations
• Subjects: 332.64/57; Business; Derivative securities -- Mathematical models; Corporations -- Finance; Corporations -- Finance; Derivative securities -- Mathematical models; Business & Economics -- Banks & Banking; Business & Economics -- Corporate Finance; Business & Economics -- Finance; Business & Economics -- Insurance -- Risk Assessment & Management; Business & Economics -- General; Banking; Corporate finance; Finance; Management & management techniques; Economics; Management science; Business mathematics; Banks and banking; Finance; Risk management; Economics; Business & Economics -- Business Mathematics; Business mathematics & systems; Electronic books
• Languages: English
• ISBNs: 9781137349491; 1137349492
• Related ISBNs: 9781137349484; 1137349484; 9781349559879
• Notes: Note: Includes bibliographical references (pages 273-280) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.