Equity Derivatives

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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 : 45,7 Mb
Release : 2011-08-10
Category : Business & Economics
ISBN : 9781118160879

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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.

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 : 44,5 Mb
Release : 2011-09-07
Category : Business & Economics
ISBN : 9781119950776

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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 : 42,6 Mb
Release : 2001-08-22
Category : Business & Economics
ISBN : 0471486523

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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.

Advanced Equity Derivatives

Sebastien Bossu
Advanced Equity Derivatives Book PDF

Author : Sebastien Bossu
Publisher : John Wiley & Sons
Page : 176 pages
File Size : 46,9 Mb
Release : 2014-05-05
Category : Business & Economics
ISBN : 9781118774717

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Advanced Equity Derivatives by Sebastien Bossu Pdf

In Advanced Equity Derivatives: Volatility andCorrelation, Sébastien Bossu reviews and explains theadvanced concepts used for pricing and hedging equity exoticderivatives. Designed for financial modelers, option tradersand sophisticated investors, the content covers the most importanttheoretical and practical extensions of the Black-Scholesmodel. Each chapter includes numerous illustrations and a shortselection of problems, covering key topics such as impliedvolatility surface models, pricing with implied distributions,local volatility models, volatility derivatives, correlationmeasures, correlation trading, local correlation models andstochastic correlation. The author has a dual professional and academic background,making Advanced Equity Derivatives: Volatility andCorrelation the perfect reference for quantitative researchersand mathematically savvy finance professionals looking to acquirean in-depth understanding of equity exotic derivatives pricing andhedging.

Equity Derivatives Explained

M. Bouzoubaa
Equity Derivatives Explained Book PDF

Author : M. Bouzoubaa
Publisher : Springer
Page : 100 pages
File Size : 42,7 Mb
Release : 2014-05-09
Category : Business & Economics
ISBN : 9781137335548

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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.

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 : 48,6 Mb
Release : 2012-03-27
Category : Business & Economics
ISBN : 9781119969037

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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.

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

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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.

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 : 55,7 Mb
Release : 2007-02-02
Category : Business & Economics
ISBN : 9780471770589

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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 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 : 45,7 Mb
Release : 1999-11-08
Category : Business & Economics
ISBN : 0471326038

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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)

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 : 50,6 Mb
Release : 2012-05-14
Category : Business & Economics
ISBN : 9781119961857

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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.

Equity Derivatives and Hybrids

Oliver Brockhaus
Equity Derivatives and Hybrids Book PDF

Author : Oliver Brockhaus
Publisher : Springer
Page : 287 pages
File Size : 49,5 Mb
Release : 2016-04-29
Category : Business & Economics
ISBN : 9781137349491

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Equity Derivatives and Hybrids by Oliver Brockhaus Pdf

Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data representation, calibration, and sensitivity computation. Traders and structurers will learn about structured products, selection of the most appropriate models, as well as efficient hedging methods while risk managers will better understand market, credit, and model risk and find valuable information on advanced correlation concepts. Equity Derivatives and Hybrids provides exhaustive coverage of both market standard and new approaches, including: -Empirical properties of stock returns including autocorrelation and jumps -Dividend discount models -Non-Markovian and discrete-time volatility processes -Correlation skew modeling via copula as well as local and stochastic correlation factors -Hybrid modeling covering local and stochastic processes for interest rate, hazard rate, and volatility as well as closed form solutions -Credit, debt, and funding valuation adjustment (CVA, DVA, FVA) -Monte Carlo techniques for sensitivities including algorithmic differentiation, path recycling, as well as multilevel. Written in a highly accessible manner with examples, applications, research, and ideas throughout, this book provides a valuable resource for quantitative-minded practitioners and researchers.

Equity Derivatives

Edmund Parker
Equity Derivatives Book PDF

Author : Edmund Parker
Publisher : Globe Law and Business Limited
Page : 448 pages
File Size : 49,6 Mb
Release : 2009
Category : Business & Economics
ISBN : STANFORD:36105134436539

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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.

Fundamentals Of Institutional Asset Management

Frank J Fabozzi,Francesco A Fabozzi
Fundamentals Of Institutional Asset Management Book PDF

Author : Frank J Fabozzi,Francesco A Fabozzi
Publisher : World Scientific
Page : 616 pages
File Size : 51,7 Mb
Release : 2020-10-12
Category : Business & Economics
ISBN : 9789811221606

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Fundamentals Of Institutional Asset Management by Frank J Fabozzi,Francesco A Fabozzi Pdf

This book provides the fundamentals of asset management. It takes a practical perspective in describing asset management. Besides the theoretical aspects of investment management, it provides in-depth insights into the actual implementation issues associated with investment strategies. The 19 chapters combine theory and practice based on the experience of the authors in the asset management industry. The book starts off with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is then coverage of the different asset classes (common stock, bonds, and alternative assets), collective investment vehicles, financial derivatives, common stock analysis and valuation, bond analytics, equity beta strategies (including smart beta), equity alpha strategies (including quantitative/systematic strategies), bond indexing and active bond portfolio strategies, and multi-asset strategies. The methods of using financial derivatives (equity derivatives, interest rate derivatives, and credit derivatives) in managing the risks of a portfolio are clearly explained and illustrated.

Modelling and Hedging Equity Derivatives

Oliver Brockhaus
Modelling and Hedging Equity Derivatives Book PDF

Author : Oliver Brockhaus
Publisher : Unknown
Page : 287 pages
File Size : 42,7 Mb
Release : 1999
Category : Derivative securities
ISBN : 1899332340

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Modelling and Hedging Equity Derivatives by Oliver Brockhaus Pdf

A definitive reference on the maths, techniques and practical approaches to modelling hedging equity derivatives.

Derivatives and Equity Portfolio Management

Bruce M. Collins,Frank J. Fabozzi, CFA
Derivatives and Equity Portfolio Management Book PDF

Author : Bruce M. Collins,Frank J. Fabozzi, CFA
Publisher : John Wiley & Sons
Page : 246 pages
File Size : 51,8 Mb
Release : 1999-01-15
Category : Business & Economics
ISBN : 1883249600

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Derivatives and Equity Portfolio Management by Bruce M. Collins,Frank J. Fabozzi, CFA Pdf

Frank Fabozzi and Bruce Collins fully outline the ins and outs of the derivatives process for equity investors in Derivatives and Equity Portfolio Management. A significant investment tool of growing interest, derivatives offer investors options for managing risk in a diversified portfolio. This in-depth guide integrates the derivatives process into portfolio management and is replete with applications from authors with extensive Wall Street experience. Whether you're and individual investor or portfolio manager seeking to improve investment returns, you'll quickly learn about listed equity contracts, using listed options in equity portfolio management, risk management with stock index futures, OTC equity derivatives-and profit from your new found knowledge.