The Equity Derivatives Handbook

Author : Jack Clark Francis,William W. Toy,J. Gregg Whittaker
Publisher : John Wiley & Sons
Page : 742 pages
File Size : 44,9 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)

Author : Juan Ramirez
Publisher : John Wiley & Sons
Page : 452 pages
File Size : 52,5 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.

Author : Harry M. Kat
Publisher : Wiley
Page : 390 pages
File Size : 41,8 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.

Author : Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr
Publisher : John Wiley & Sons
Page : 172 pages
File Size : 55,5 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.

Author : Sebastien Bossu
Publisher : John Wiley & Sons
Page : 180 pages
File Size : 44,7 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 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.

Author : Neil C Schofield
Publisher : Springer
Page : 487 pages
File Size : 42,9 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.

Author : M. Bouzoubaa
Publisher : Springer
Page : 204 pages
File Size : 54,6 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.

Author : John Watson
Publisher : Euromoney Publications
Page : 220 pages
File Size : 54,7 Mb
Release : 1993
Category : Business & Economics
ISBN : IND:30000041161211

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The Equity Derivatives Handbook by John Watson Pdf

Author : Sebastien Bossu,Philippe Henrotte
Publisher : John Wiley & Sons
Page : 249 pages
File Size : 45,6 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.

Author : Sebastien Bossu,Philippe Henrotte
Publisher : John Wiley & Sons
Page : 249 pages
File Size : 48,7 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.

Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
Publisher : John Wiley & Sons
Page : 294 pages
File Size : 42,7 Mb
Release : 2006-06-14
Category : Business & Economics
ISBN : 9780470026236

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Credit Derivatives and Structured Credit by Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz Pdf

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market A clearly-written, pedagogical book with numerous illustrations Detailed review of real-case transactions A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

Author : John Watson
Publisher : Unknown
Page : 202 pages
File Size : 49,7 Mb
Release : 1995-06-01
Category : Electronic
ISBN : 1855644452

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Equity Derivatives Handbook by John Watson Pdf

Author : Edmund Parker
Publisher : Globe Law and Business Limited
Page : 448 pages
File Size : 43,9 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.

Author : Marcus Overhaus,Ana Bermudez,Hans Buehler,Andrew Ferraris,Christopher Jordinson,Aziz Lamnouar
Publisher : John Wiley & Sons
Page : 337 pages
File Size : 47,6 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.

Author : Matthew Tagliani
Publisher : Wiley + ORM
Page : 680 pages
File Size : 55,5 Mb
Release : 2009-03-17
Category : Business & Economics
ISBN : 9780470455104

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The Practical Guide to Wall Street by Matthew Tagliani Pdf

“A hands-on introduction to what happens on the Street—if you are entering or thinking of joining the financial industry . . . this book is a must.” —Nikunj Kapadia, Professor, Isenberg School of Management, University of Massachusetts Amherst 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’d learn 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 include: Clear, detailed, intuitive explanations of all major products, their function, pricing and risks (several unavailable elsewhere despite producing billions in annual revenue for Wall Street) 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 available only to those who already worked on a trading floor. In a format accessible to non-professionals, it fundamentally changes the level of knowledge employers in the industry can expect of new hires.