An Introduction To Equity Derivatives

An Introduction To Equity Derivatives Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of An Introduction To Equity Derivatives book. This book definitely worth reading, it is an incredibly well-written.

An Introduction to Equity Derivatives

Sebastien Bossu,Philippe Henrotte
An Introduction to Equity Derivatives Book PDF

Author : Sebastien Bossu,Philippe Henrotte
Publisher : John Wiley & Sons
Page : 249 pages
File Size : 47,5 Mb
Release : 2012-05-14
Category : Business & Economics
ISBN : 9781119961857

Get Book

An Introduction to Equity Derivatives by Sebastien Bossu,Philippe Henrotte Pdf

Everything you need to get a grip on the complex world of derivatives Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more. An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit www.introeqd.com for details.

Futures And Options: Introduction To Equity Derivatives

R. Mahajan
Futures And Options Introduction To Equity Derivatives Book PDF

Author : R. Mahajan
Publisher : Unknown
Page : 0 pages
File Size : 41,5 Mb
Release : 2002
Category : Capital market
ISBN : 8170944163

Get Book

Futures And Options: Introduction To Equity Derivatives by R. Mahajan Pdf

How You Can Risk-Proof Your Stock Market Investments. . . Derivatives include futures and options and are an indispensable part and parcel of developed financial markets. How derivatives work and how you can benefit from them to protect your stock market investment is the thrust of this book.

Advanced Equity Derivatives

Sebastien Bossu
Advanced Equity Derivatives Book PDF

Author : Sebastien Bossu
Publisher : John Wiley & Sons
Page : 180 pages
File Size : 54,7 Mb
Release : 2014-05-05
Category : Business & Economics
ISBN : 9781118774717

Get Book

Advanced Equity Derivatives by Sebastien Bossu Pdf

In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.

Equity Derivatives

Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr
Equity Derivatives Book PDF

Author : Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr
Publisher : John Wiley & Sons
Page : 172 pages
File Size : 40,5 Mb
Release : 2011-08-10
Category : Business & Economics
ISBN : 9781118160879

Get Book

Equity Derivatives by Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr Pdf

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.

The Handbook of Equity Derivatives

Jack Clark Francis,William W. Toy,J. Gregg Whittaker
The Handbook of Equity Derivatives Book PDF

Author : Jack Clark Francis,William W. Toy,J. Gregg Whittaker
Publisher : John Wiley & Sons
Page : 742 pages
File Size : 40,8 Mb
Release : 1999-11-08
Category : Business & Economics
ISBN : 0471326038

Get Book

The Handbook of Equity Derivatives by Jack Clark Francis,William W. Toy,J. Gregg Whittaker Pdf

Aktienderivate gehören zu den populärsten Derivatprodukten, die von institutionellen Anlegern gehandelt werden. Ein Aktienderivat ist ein Future oder eine Option auf Aktien oder Aktienindices. Zu den traditionellen Aktienderivaten gehören Optionsscheine, Optionen, Futures und Aktienindexfutures. Das "Handbook of Equity" ist eine vollständige und umfassende Überarbeitung des ersten und einzigen Buches zu diesem Thema. Herausgegeben von führenden Köpfen der Branche - darunter Nobelpreisträger Fischer Black, John Braddock und Mark Rubenstein - enthält es wichtige neue Informationen zu Aktienindexfutures und -optionen und erweitert die mathematische Diskussion um das Black & Scholes-Modell. (11/99)

Equity Derivatives

Neil C Schofield
Equity Derivatives Book PDF

Author : Neil C Schofield
Publisher : Springer
Page : 487 pages
File Size : 48,8 Mb
Release : 2017-03-14
Category : Business & Economics
ISBN : 9780230391079

Get Book

Equity Derivatives by Neil C Schofield Pdf

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.

Advanced Equity Derivatives

Sebastien Bossu
Advanced Equity Derivatives Book PDF

Author : Sebastien Bossu
Publisher : John Wiley & Sons
Page : 180 pages
File Size : 40,6 Mb
Release : 2014-05-19
Category : Business & Economics
ISBN : 9781118750964

Get Book

Advanced Equity Derivatives by Sebastien Bossu Pdf

In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.

Equity Derivatives Explained

M. Bouzoubaa
Equity Derivatives Explained Book PDF

Author : M. Bouzoubaa
Publisher : Springer
Page : 204 pages
File Size : 43,9 Mb
Release : 2014-05-09
Category : Business & Economics
ISBN : 9781137335548

Get Book

Equity Derivatives Explained by M. Bouzoubaa Pdf

A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.

Equity Hybrid Derivatives

Marcus Overhaus,Ana Bermudez,Hans Buehler,Andrew Ferraris,Christopher Jordinson,Aziz Lamnouar
Equity Hybrid Derivatives Book PDF

Author : Marcus Overhaus,Ana Bermudez,Hans Buehler,Andrew Ferraris,Christopher Jordinson,Aziz Lamnouar
Publisher : John Wiley & Sons
Page : 337 pages
File Size : 51,5 Mb
Release : 2007-02-02
Category : Business & Economics
ISBN : 9780471770589

Get Book

Equity Hybrid Derivatives by Marcus Overhaus,Ana Bermudez,Hans Buehler,Andrew Ferraris,Christopher Jordinson,Aziz Lamnouar Pdf

Take an in-depth look at equity hybrid derivatives. Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book presents leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly used for investment by hedge funds. You'll gain a balanced, integrated presentation of theory and practice, with an emphasis on understanding new techniques for analyzing volatility and credit derivative transactions linked to equity. In every instance, theory is illustrated along with practical application. Marcus Overhaus, PhD, is Managing Director and Global Head of Quantitative Research and Equity Structuring. Ana Bermudez, PhD, is an Associate in Global Quantitative Research. Hans Buehler, PhD, is a Vice President in Global Quantitative Research. Andrew Ferraris, DPhil, is a Managing Director in Global Quantitative Research. Christopher Jordinson, PhD, is a Vice President in Global Quantitative Research. Aziz Lamnouar, DEA, is a Vice President in Global Quantitative Research. All are associated with Deutsche Bank AG, London.

The Practical Guide to Wall Street

Matthew Tagliani
The Practical Guide to Wall Street Book PDF

Author : Matthew Tagliani
Publisher : John Wiley & Sons
Page : 564 pages
File Size : 51,5 Mb
Release : 2009-04-06
Category : Business & Economics
ISBN : 9780470383728

Get Book

The Practical Guide to Wall Street by Matthew Tagliani Pdf

The Practical Guide to Wall Street is an indispensable resource for anyone who aspires to a front-office sales or trading position on Wall Street and an essential desk reference for market practitioners and those who interact with this exciting but widely misunderstood industry. Written by an experienced trader in a clear, conversational style and assuming no previous background in finance, The Practical Guide to Wall Street provides a thorough schooling in the core curriculum of the equity and equity derivatives sales and trading business - exactly what you would learn from sitting beside the traders at a tier-one Wall Street investment bank (except that in practice, traders rarely have time to provide such detailed explanations!) Topics covered include: Clear, detailed and intuitive explanations of all major products, their function, pricing and risks (several of which are unavailable anywhere else despite producing billions of dollars in annual revenue for Wall St.) The layout of the trading floor, the roles and responsibilities of the different sales and trading groups and how they interact to service the client business An overview of the structure of the macro-economy and the trader’s perspective on the significance of economic data releases and their impact on the financial markets A review of those concepts from fundamental valuation and financial statement analysis of greatest relevance on the trading floor (as opposed to abstract valuation models) Practical details of the structure and functioning of the equity and derivative markets including translations of trader jargon, Bloomberg tips, market conventions, liquidity and risk considerations and much more… This book provides the first comprehensive explanation of all aspects of the functioning of the equities division, with information, details and insights previously only available to those who already worked on a trading floor. The availability of this material in a format accessible to non-professionals fundamentally changes the level of industry knowledge employers in the financial services industry can expect of new hires.

Handbook of Corporate Equity Derivatives and Equity Capital Markets

Juan Ramirez
Handbook of Corporate Equity Derivatives and Equity Capital Markets Book PDF

Author : Juan Ramirez
Publisher : John Wiley & Sons
Page : 452 pages
File Size : 53,9 Mb
Release : 2011-09-07
Category : Business & Economics
ISBN : 9781119950776

Get Book

Handbook of Corporate Equity Derivatives and Equity Capital Markets by Juan Ramirez Pdf

Equity strategies are closely guarded secrets and as such, there is very little written about how investors and corporate can utilise equity vehicles as part of their growth strategies. In this much-needed book, industry expert Juan Ramiraz guides readers through the whole range of equity derivative instruments, showing how they can be applied to a range of equity capital market situations, including hedging, yield enhancement and disposal of strategic stakes, mergers and acquisitions, stock options plan hedging, equity financings, share buybacks and other transactions on treasury shares, bank regulatory capital arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative strategies have been used in real-life situations.

Structured Equity Derivatives

Harry M. Kat
Structured Equity Derivatives Book PDF

Author : Harry M. Kat
Publisher : Wiley
Page : 390 pages
File Size : 49,7 Mb
Release : 2001-08-22
Category : Business & Economics
ISBN : 0471486523

Get Book

Structured Equity Derivatives by Harry M. Kat Pdf

Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity. Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds.

Equity Derivatives

Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr
Equity Derivatives Book PDF

Author : Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr
Publisher : Wiley
Page : 240 pages
File Size : 49,5 Mb
Release : 2003-05-12
Category : Business & Economics
ISBN : 9780471229162

Get Book

Equity Derivatives by Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr Pdf

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.

Equity Derivatives

Edmund Parker
Equity Derivatives Book PDF

Author : Edmund Parker
Publisher : Globe Law and Business Limited
Page : 448 pages
File Size : 51,7 Mb
Release : 2009
Category : Business & Economics
ISBN : STANFORD:36105134436539

Get Book

Equity Derivatives by Edmund Parker Pdf

This accessible nwe title explains each type of transaction, together with the documentation involved. In particular, the book analyses and guides the reader through the full suite of OTC, exchange-traded and structured equity derivative documentation, and provides a detailed guide to the 2002 ISDA Equity Derivatives Definitions.The book further contains detailed analysis of the regulatory issues affecting equity derivative products in the United Kingdom, France, Germany, Italy, Spain and the United States, and covers tax issues arising in the United Kingdom and United States.

Trading Volatility

Colin Bennett
Trading Volatility Book PDF

Author : Colin Bennett
Publisher : Unknown
Page : 316 pages
File Size : 46,8 Mb
Release : 2014-08-17
Category : Electronic
ISBN : 1461108756

Get Book

Trading Volatility by Colin Bennett Pdf

This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council