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Book “Modelling And Hedging Equity Derivatives”

The book “Modelling And Hedging Equity Derivatives” has been published on June 7, 1999 by Risk Books as hardcover (320 pages, ISBN 1899332340). It is available at Amazon as well as at Barnes and Nobles. The coauthors are Oliver Brockhaus, Andrew Ferraris, Christopher Gallus, Douglas Long, and Marcus Overhaus.

Review

“They constitute a systematic introduction to problems of great interest to practitioners and academic researchers of option valuation, hedging and risk management.” “The presentation makes for easy reading despite the difficulty of the subject.” ”… a remarkably well-presented introduction to stochastic calculus.” Monique Jeanblanc, Université d’Ivry Marc Yor, Université Paris VI March 2000