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Equity Derivatives: Theory and Applications

Equity Derivatives: Theory and Applications

Penned By Marcus Overhaus
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4.85
40,948 Global Ratings
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Equity Derivatives: Theory and Applications

Equity Derivatives: Theory and Applications

Penned By Marcus Overhaus
4.85 40,948 Ratings
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Editor's Note:
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.

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Length N/A Pages
Released December 21, 2001
Identifier (ISBN) 1633670
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Marcus Overhaus
The Mind Behind the Work
Marcus Overhaus

Marcus Overhaus is a writer and avid reader based in the Pacific Northwest. Before pursuing writing full-time, they spent over a decade working in education. When not working on their next book, Marcus Overhaus can usually be found hiking with their dog or trying out new coffee shops in their neighborhood.

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Jessica Robinson
Jessica Robinson July 21, 2024
"A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend."
Michael Gonzalez
Michael Gonzalez July 02, 2024
"A decent, if standard, experience. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. A fair 3 stars."
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Richard Cruz
Richard Cruz February 23, 2025
"Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers."
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Deborah Sanchez March 31, 2025
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Anthony Nelson October 31, 2024
"Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading."
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Stephanie Nelson August 22, 2025
"A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars."
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"A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
Jacob Brown
Jacob Brown February 20, 2025
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Steven Martinez
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"A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Richard Williams
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Ashley  Davis
Ashley Davis August 29, 2024
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Brian Thompson
Brian Thompson September 28, 2025
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Andrew Gonzalez
Andrew Gonzalez July 13, 2025
"Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author."
Andrew Nelson
Andrew Nelson December 17, 2024
"Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend."
Amanda Ramirez
Amanda Ramirez April 03, 2025
"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre."
Jacob Smith
Jacob Smith November 22, 2024
"I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author."
Donald Moore
Donald Moore March 31, 2024
"A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend."
Emily Torres
Emily Torres June 07, 2025
"Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem."
George Green
George Green January 18, 2024
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William Brown
William Brown February 23, 2024
"Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall."
Eric Young
Eric Young March 13, 2025
"Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading."
Brian Green
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"Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
Sandra Walker
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"Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre."
Brian Clark
Brian Clark January 23, 2025
"Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend."
Sharon Gonzalez
Sharon Gonzalez November 24, 2024
"I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading."
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Emily Thompson August 24, 2024
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"Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
Jessica Harris
Jessica Harris July 10, 2025
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"Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Sandra Cruz
Sandra Cruz February 01, 2025
"Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem."
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John Brown
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"I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers."
Jacob Evans
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"Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Michael Hernandez
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"Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre."
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"Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem."
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"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem."
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"Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre."
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"Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece."
Edward Baker
Edward Baker February 24, 2024
"Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece."
Karen Flores
Karen Flores October 18, 2024
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"Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem."
Margaret Lewis
Margaret Lewis March 14, 2024
"Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars."
William Young
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"Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading."
Ryan Flores
Ryan Flores August 02, 2025
"Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre."
Paul Martin
Paul Martin March 16, 2024
"I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel."
Donald Hernandez
Donald Hernandez August 27, 2024
"Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers."
Jacob Smith
Jacob Smith February 27, 2024
"Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece."
Jacob Hill
Jacob Hill October 09, 2025
"Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading."
Michelle White
Michelle White December 28, 2024
"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem."
Jacob White
Jacob White July 29, 2024
"Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall."
Kimberly Sanchez
Kimberly Sanchez August 13, 2024
"Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem."
Matthew King
Matthew King August 14, 2024
"A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Deborah Rodriguez
Deborah Rodriguez January 09, 2025
"I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre."
Joseph Thomas
Joseph Thomas May 26, 2025
"I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall."
Andrew Perez
Andrew Perez September 26, 2024
"I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel."
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George Thomas November 30, 2024
"Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author."
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"Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading."
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Jennifer Allen January 05, 2025
"Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall."
Patricia Harris
Patricia Harris July 03, 2025
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Michael Cruz
Michael Cruz January 07, 2025
"A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers."
Sharon Rodriguez
Sharon Rodriguez May 12, 2025
"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading."
Paul Hill
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"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Michael Roberts
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"Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre."
George Smith
George Smith November 25, 2024
"I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars."
Kimberly  Parker
Kimberly Parker January 07, 2024
"I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel."
Susan Green
Susan Green August 28, 2025
"A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend."
Paul  Davis
Paul Davis October 11, 2024
"Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
Margaret Thompson
Margaret Thompson January 12, 2024
"I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall."
Melissa Allen
Melissa Allen October 20, 2025
"Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Michael Sanchez
Michael Sanchez April 27, 2024
"A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend."
Brian Gomez
Brian Gomez July 26, 2024
"Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece."
Matthew Johnson
Matthew Johnson October 02, 2025
"Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author."
Sandra Thomas
Sandra Thomas July 24, 2024
"Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading."
Mary Sanchez
Mary Sanchez September 24, 2025
"Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars."
Dorothy Campbell
Dorothy Campbell March 19, 2025
"Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me."
Ashley Williams
Ashley Williams December 05, 2024
"I find myself somewhat conflicted. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perfectly average."
Andrew Gonzalez
Andrew Gonzalez August 22, 2025
"Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
Ashley Hill
Ashley Hill November 18, 2025
"I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers."
Elizabeth Jackson
Elizabeth Jackson December 25, 2024
"Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
James Collins
James Collins October 03, 2024
"A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre."
Anthony Martinez
Anthony Martinez January 15, 2025
"Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers."
Donald Moore
Donald Moore September 23, 2024
"Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars."
George Harris
George Harris December 11, 2025
"I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A solid 4 stars from me."
Joseph Clark
Joseph Clark April 03, 2024
"A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me."
Dorothy Lewis
Dorothy Lewis January 15, 2025
"Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall."
Laura Ramirez
Laura Ramirez June 26, 2024
"I find myself somewhat conflicted. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Unlikely to reread, but a reasonable expenditure of time."
Mary Miller
Mary Miller May 13, 2024
"Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author."
Linda Wright
Linda Wright May 19, 2024
"Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author."
Karen Baker
Karen Baker December 08, 2024
"Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend."
Jennifer Harris
Jennifer Harris March 13, 2025
"Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars."
Linda Harris
Linda Harris December 02, 2025
"Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel."
Rebecca Collins
Rebecca Collins January 30, 2025
"A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend."
Nancy Baker
Nancy Baker May 21, 2025
"I find myself somewhat conflicted. The prose was competent, yet the characters lacked the depth I usually seek. Suitable if your reading queue is empty."
William Young
William Young March 04, 2025
"Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
Michael Harris
Michael Harris December 21, 2024
"Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading."
Betty Diaz
Betty Diaz March 22, 2025
"Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel."
Betty Gomez
Betty Gomez May 23, 2024
"I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre."
James King
James King July 27, 2024
"Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall."
Karen Mitchell
Karen Mitchell December 08, 2024
"Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem."
Elizabeth Williams
Elizabeth Williams May 17, 2025
"A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers."
William Brown
William Brown January 27, 2025
"Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend."
Joseph Allen
Joseph Allen April 10, 2025
"A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author."
George Green
George Green April 29, 2025
"Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author."
Thomas Roberts
Thomas Roberts March 27, 2024
"Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend."
Margaret Scott
Margaret Scott May 20, 2024
"Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend."
Jessica Mitchell
Jessica Mitchell April 02, 2024
"Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading."
Sarah Anderson
Sarah Anderson April 01, 2025
"A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall."
Charles Anderson
Charles Anderson November 14, 2025
"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Emily Rivera
Emily Rivera February 20, 2024
"I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel."
Dorothy Campbell
Dorothy Campbell March 21, 2025
"Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
Jacob White
Jacob White June 01, 2024
"Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel."
Margaret Taylor
Margaret Taylor July 14, 2024
"A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend."
Donna Mitchell
Donna Mitchell April 13, 2025
"A decent, if standard, experience. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perfectly average."
Michelle Roberts
Michelle Roberts February 17, 2024
"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem."
Rebecca  Parker
Rebecca Parker July 08, 2025
"I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel."
William Collins
William Collins October 25, 2025
"Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me."
Cynthia Flores
Cynthia Flores February 27, 2024
"It was adequate. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes."
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