Equity Hybrid Derivatives

An in-depth look at equity hybrid derivatives
Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly being utilized for active investment strategies by hedge funds. 'Equity Hybrid Derivatives' offers a balanced, integrated presentation of theory and practice in equity derivative markets, with an emphasis on understanding new techniques for analyzing volatility and credit derivative transactions linked to equity. In every instance, theory is illustrated with an emphasis on demonstrating its practical application.