Equity Derivatives [electronic resource] : Corporate and Institutional Applications / by Neil C Schofield.

Erişim Adresi
Link
ISBN
9780230391079
Dil Kodu
İngilizce
Yer Numarası
DK/1062
Yazar
Schofield, Neil C.
Basım Bildirimi
1st ed. 2017.
Yayın Bilgisi
London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017.
Fiziksel Niteleme
XXIII, 487 p. 274 illus. online resource.
İçindekiler Notu
Chapter 1) Equity Derivatives – The Fundamentals -- Chapter 2) Corporate Actions -- Chapter 3) Equity Valuation -- Chapter 4) Valuation of Equity Derivatives -- Chapter 5) Risk Management of Vanilla Equity Options -- Chapter 6) Volatility and Correlation -- Chapter 7) Barrier and binary Options -- Chapter 8) Correlation-Dependent Exotic Options -- Chapter 9) Equity Forwards and Futures -- Chapter 10) Equity Swaps -- Chapter 11) Investor Applications of Equity Options -- Chapter 12) Structured Equity Products -- Chapter 13) Traded Dividends -- Chapter 14) Trading Volatility -- Chapter 15) Trading Correlation. .
Özet, vb.
This book provides thorough coverage of the institutional applications of equity derivatives. It starts with an introduction on stock markets' fundamentals before opening the gate on the world of structured products. Delta-one products and options are covered in detail, providing readers with deep understanding of the use of equity derivatives strategies. The book features most of the traded payoffs and structures and covers all practical aspects of pricing and hedging. The treatment of risks is performed in a very intuitive fashion and provides the reader with a great overview of how dealers approach such derivatives. The author also delivers various common sensical reasons on which models to use and when. By discussing equity derivatives in a practical, non–mathematical and highly intuitive setting, this book enables practitioners to fully understand and correctly structure, price and hedge these products effectively, and stand strong as the only book in its class to makethese equity-related concepts truly accessible.
Konu
Financial services industry.
Financial risk management.
Financial Services.
Risk Management.
İşlemler