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Philippe Henrotte

An Introduction to Equity Derivatives

Theory and Practice

Ebook (PDF Format)

Sébastien Bossu has combined his practical experience in derivatives markets with his pedagogic skills to write a clear and comprehensive introduction to modern equity options valuation that is valuable and accessible. I highly recommend it. -Emanuel Derman, Professor at Columbia University and Head of Risk, Prisma Capital Partners An Introduction to Equity Derivatives - Theory and Practice 2nd Edition teaches all the fundamentals of quantitative finance clearly and concisely without going into unnecessary technicalities. You'll pick up the most important theoretical concepts, tools and vocabulary without getting bogged down in arcane derivat… Mehr

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Produktdetails


Weitere Autoren: Bossu, Sebastien
  • ISBN: 978-1-119-96902-0
  • EAN: 9781119969020
  • Produktnummer: 13825877
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2012
  • Seitenangabe: 288 S.
  • Plattform: PDF
  • Masse: 11'058 KB
  • Auflage: 2. Aufl.

Über den Autor


SÉBASTIEN BOSSU is currently Principal at Ogee Consulting, a startup company based in New York doing cutting-edge research on derivatives, investment management and software development. A former director of Equity Derivatives Structuring for an investment bank in London, he also worked at J.P. Morgan as an exotics structurer. He is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie. PHILIPPE HENROTTE is Head of Financial Theory and Research at ITO 33, a company which designs sophisticated derivatives pricing software for hedge funds and financial institutions; and an Affiliate Professor of Finance at HEC Paris. An expert in asset pricing and derivatives hedging, he earned his PhD from Stanford University after graduating from Ecole Polytechnique de Paris.

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