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libcats.org
Equity Derivatives: Theory and ApplicationsMarcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr"This book provides a nice blend of concise exposition of the theory of stochastic processes, and in particular Lévy processes, financial modeling with such processes, as well as numerical implementations, together with fundamentals of options pricing. Important examples and references are spread adequately throughout the book."
–Professor M. Yor, Université Pierre et Marie Curie "Equity Derivatives: Theory and Applications gives a comprehensive, yet succinct, overview of the emerging technologies and architectures in computing today, and describes how those technologies and architectures can be applied to equity derivatives. This book bridges the gap between the pure theory of derivatives and the application of that theory through the use of new computing technologies, such as XML, Web services, and Microsoft’s .NET framework. This was a most informative read, both from a technological and theoretical perspective." "The frontier of equity derivative transactions presented by the leading quantitative research team . . . This book will set the standard for innovation in the field." "I was very impressed by the authors’ study of the pricing of equity derivatives. This is not an easy subject and clearly the authors have a profound understanding of the matter." "This well-organized book provides a self-contained, computational, and up-to-date treatment of several interesting topics in the theory of option pricing–mainly in incomplete markets. This is an invaluable addition to the pedagogic literature on equity derivatives that no serious student should be without." "This book is the first comprehensive guide to link the latest research in mathematical finance with the most recent developments and new technologies in the delivery of pricing and hedging analytics over the Internet. This unique approach is simple to follow, with information organized for easy access." EPUB | FB2 | MOBI | TXT | RTF
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