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, nonâmathematical 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 make these equity-related concepts truly accessible.
- 502 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
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Table of contents
- Acknowledgements
- Contents
- List of Figures
- List of Tables
- 1: Equity Derivatives: The Fundamentals
- 2: Corporate Actions
- 3: Equity Valuation
- 4: Valuation of Equity Derivatives
- 5: Risk Management of Vanilla Equity Options
- 6: Volatility and Correlation
- 7: Barrier and Binary Options
- 8: Correlation-Dependent Exotic Options
- 9: Equity Forwards and Futures
- 10: Equity Swaps
- 11: Investor Applications of Equity Options
- 12: Structured Equity Products
- 13: Traded Dividends
- 14: Trading Volatility
- 15: Trading Correlation
- Bibliography
- Index
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Yes, you can access Equity Derivatives by Neil C Schofield in PDF and/or ePUB format, as well as other popular books in Business & Financial Risk Management. We have over 1.5 million books available in our catalogue for you to explore.