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Search for author name: "Oliver Brockhaus" | Books found: 2
Equity Derivatives and Market Risk Models
Equity Derivatives and Market Risk Models
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
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: £ 145,00Lang.: English 
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