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Sebastien Bossu

An Introduction to Equity Derivatives

Theory and Practice

Buch

An Introduction to Equity Derivatives is the updated and expanded second edition of the popular Finance and Derivatives: Theory and Practice. Designed for new practitioners, investors and students, the content covers all of the fundamentals of quantitative finance clearly and concisely.Each chapter of the book includes numerous illustrations and exercises accompanied by the relevant financial theory, covering key topics such as present value, arbitrage pricing, portfolio theory, derivatives pricing, delta-hedging and the Black-Scholes model. Each topic is introduced to the reader in a succinct and consistent style that makes the complex subje… Mehr

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Produktdetails


Weitere Autoren: Henrotte, Philippe
  • ISBN: 978-1-119-96185-7
  • EAN: 9781119961857
  • Produktnummer: 20567440
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2012
  • Seitenangabe: 248 S.
  • Masse: H24.4 cm x B16.8 cm x D2.4 cm 600 g
  • Auflage: 2. A.
  • Gewicht: 600

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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