Equity Derivatives Theory and Applications

Marcus Overhaus is Managing Director and Global Head of Quantitative Research at Deutsche Bank AG. He holds a Ph.D. in pure mathematics Andrew Ferraris is a Director in Global Quantitative Research at Deutsche Bank AG. His work focuses on the software design of the model library and its integration into client applications. He holds a D.Phil. in experimental particle physics Thomas Knudsen is a Vice President in Global Quantitative Research at Deutsche Bank AG. His work focuses on modeling volatility. He holds a Ph.D. in pure mathematics Ross Milward is a Vice President in Global Quantitative Research at Deutsche Bank AG. His work focuses on the architecture of analytics services and web technologies. He holds a B.Sc. (Hons.) in computer science Laurent Nguyen-Ngoc works in Global Quantitative Research at Deutsche Bank AG. His work focuses on Levy processes applied to volatility modeling. He is completing a Ph.D. in probability theory Gero Schindlmayr is an Associate in Global Quantitative Research at Deutsche Bank AG. His work focuses on finite difference techniques. He holds a Ph.D. in pure mathematicsOverhaus, Marcus is the author of 'Equity Derivatives Theory and Applications' with ISBN 9780471436461 and ISBN 0471436461.