ばいちょ(売価調査)、価格比較とネットでのお買い物を楽に

内容説明 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 and hedging these transactions. Equity Derivatives offers a balanced， integrated presentation of theory and practice in equity derivative markets. It provides a theoretical treatment of each new modeling and hedging concept first， and then demonstrates their practical application. The book covers: the newest and fastest-growing class of derivative instruments， fund derivatives; cutting-edge developments in equity derivative modeling; new developments in correlation modeling and understanding volatility skews; and new Web-based implementation/delivery methods.
Marcus Overhaus， PhD， Andrew Ferraris， DPhil， Thomas Knudsen， PhD， Frank Mao， PhD， Ross Milward， Laurent Nguyen-Ngoc， PhD， and Gero Schindlmayr， PhD， are members of the Quantitative Research team of Deutsche Bank’s Global Equity Division， which is based in London and headed by Dr. Overhaus.