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Search for author name: "Douglas Long" | Books found: 2
Equity Derivatives and Market Risk Models
Equity Derivatives and Market Risk Models
Author: Oliver Brockhaus, Michael Farkas, Andrew Ferraris, Douglas Long, Marcus Overhaus | Publisher: Risk Books
This text addresses early 21st-century advancements in products and models including skew models, volatility contracts, and implementation of generic pricing tools. It also brings the distilled knowledge and experience of an expert Deutsche Bank to your desk.
Added: 09.05.2007ISBN: 1899332871Pages: 250Price: £ 137,75Lang.: EnglishRecommended
Modelling and Hedging Equity Derivatives
Modelling and Hedging Equity Derivatives
Author: Oliver Brockhaus, Andrew Ferraris, Christoph Gallus, Douglas Long, Reiner Martin, Marcus Overhaus | Publisher: Risk Books
This reference text provides detailed, practice-based analysis of modelling and hedging equity derivatives. It contains an analysis of probability theory and stochastic calculus and a detailed discussion of practical software implementation issues.
Added: 04.05.2007ISBN: 1899332340Pages: 320Price: £ 137,75Lang.: English 
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