Equity Derivatives
eBook - PDF

Equity Derivatives

Corporate and Institutional Applications

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Equity Derivatives

Corporate and Institutional Applications

About this book

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 make these equity-related concepts truly accessible.

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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 one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Acknowledgements
  2. Contents
  3. List of Figures
  4. List of Tables
  5. 1: Equity Derivatives: The Fundamentals
  6. 2: Corporate Actions
  7. 3: Equity Valuation
  8. 4: Valuation of Equity Derivatives
  9. 5: Risk Management of Vanilla Equity Options
  10. 6: Volatility and Correlation
  11. 7: Barrier and Binary Options
  12. 8: Correlation-Dependent Exotic Options
  13. 9: Equity Forwards and Futures
  14. 10: Equity Swaps
  15. 11: Investor Applications of Equity Options
  16. 12: Structured Equity Products
  17. 13: Traded Dividends
  18. 14: Trading Volatility
  19. 15: Trading Correlation
  20. Bibliography
  21. Index