"synopsis" may belong to another edition of this title.
'This deep, on-the-money account of equity derivatives and hybrids will appeal to finance professionals and finance professors alike.'
-Peter Carr, PhD, Managing Director, Market Modeling, Morgan Stanley; Executive Director, Masters in Math Finance, NYU Courant Institute
"Oliver Brockhaus is to be commended for his thoughtfully curated compendium of key results for equity and hybrid quants. The choice of topics bears the mark of the author's experience as a professional quant, including for example a sophisticated treatment of dividend modeling techniques and clear explanations of CVA, DVA, and FVA. Both students and practitioners will find this book invaluable.'
-Jim Gatheral, Presidential Professor, Baruch College, CUNY; author of The Volatility Surface
'Oliver Brockhaus is a long established and recognized authority on financial mathematics and derivatives pricing models, and his expertise is abundantly visible in this book. The presentation is clear, the subject matter highly relevant, and the coverage is comprehensive yet focused. In summary: an excellent addition to any practitioner's library for both graduates at entry level as well as senior professionals more interested in advanced aspects of financial engineering.'
-Peter Jäckel, PhD, Deputy Head of Quantitative Research, VTB Capital; Managing Director, OTC Analytics
"About this title" may belong to another edition of this title.
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Book Description hardback. Condition: New. Language: ENG. Seller Inventory # 9781137349484
Book Description Hardcover. Condition: Brand New. 287 pages. 9.00x6.25x0.75 inches. In Stock. Seller Inventory # __1137349484
Book Description Condition: New. Seller Inventory # ABLIING23Mar2317530302649
Book Description Hardback. Condition: New. New copy - Usually dispatched within 4 working days. 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. Seller Inventory # B9781137349484
Book Description Condition: New. Seller Inventory # 24244647-n
Book Description Hardcover. Condition: Brand New. 287 pages. 9.00x6.25x0.75 inches. In Stock. Seller Inventory # x-1137349484
Book Description Condition: New. Seller Inventory # I-9781137349484
Book Description Condition: New. Seller Inventory # 24244647-n
Book Description Condition: New. Oliver Brockhaus is Senior Vice-President at MathFinance AG, an independent consulting company. He has 15 years of experience as front office quantitative analyst. Past positions include Head of European Equity Quantitative Analytics at Royal Bank of Scotla. Seller Inventory # 105836704
Book Description Condition: new. Seller Inventory # FrontCover1137349484