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Equity Derivatives: Theory and Applications by Marcus Overhaus,

" This book provides a nice blend of concise exposition of the theory of stochastic processes, business financial services and in particular Lé vy processes, financial modeling with such processes, as well as numerical implementations, together with fundamentals of options pricing. Important examples business financial services and references are spread adequately throughout the book." – Professor M. Yor, Université Pierre et Marie Curie " Equity Derivatives: Theory business financial services and Applications gives a comprehensive, yet succinct, overview of the emerging technologies business financial services and architectures in computing today, business financial services and describes how those technologies business financial services and architectures can be applied to equity derivatives. This book bridges the gap between the pure theory of derivatives business financial services and the application of that theory through the use of new computing technologies, such as XML, Web services, business financial services and Microsoft’ s .NET framework. This was a most informative read, both from a technological business financial services and theoretical perspective." – Gregor Noriskin, Architectural Advisor, Developer Division Microsoft Corporation " The frontier of equity derivative transactions presented by the leading quantitative research team . . . This book will set the standard for innovation in the field." – Dr. Hermann Schenk, Managing Director, Covion Organic Semiconductors GmbH " I was very impressed by the authors’ study of the pricing of equity derivatives. This is not an easy subject business financial services and clearly the authors have a profound understandi of the matter." – Dr. Serge Mores, Senior Investment Manager, ING Investment Management, Brussels " This well-organized book provides a self-contained, computational, andup-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.
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