Suche ›

An Introduction to Equity Derivatives

Theory and Practice

Wiley, J,
E-Book ( PDF mit Adobe DRM )
In Ihrem Land nicht verfügbar


Everything you need to get a grip on the complex world of derivatives
Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more.
* An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice
* Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products
An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit for details.


Titel: An Introduction to Equity Derivatives
Autoren/Herausgeber: Sebastien Bossu, Philippe Henrotte
Aus der Reihe: Wiley Finance Series
Ausgabe: 2. Auflage

ISBN/EAN: 9781119969020

Seitenzahl: 288
Produktform: E-Book
Sprache: Englisch

SÉBASTIEN BOSSU is currently Principal at OgeeConsulting, a startup company based in New York doing cutting-edgeresearch on derivatives, investment management and softwaredevelopment. A former director of Equity Derivatives Structuringfor an investment bank in London, he also worked at J.P. Morgan asan exotics structurer. He is a graduate from The University ofChicago, HEC Paris, Columbia University and Université Pierreet Marie Curie.
PHILIPPE HENROTTE is Head of Financial Theory andResearch at ITO 33, a company which designs sophisticatedderivatives pricing software for hedge funds and financialinstitutions; and an Affiliate Professor of Finance at HEC Paris.An expert in asset pricing and derivatives hedging, he earned hisPhD from Stanford University after graduating from EcolePolytechnique de Paris. - Newsletter
Möchten Sie sich für den Newsletter anmelden?

Bitte geben Sie eine gültige E-Mail-Adresse ein.
Lieber nicht