The Handbook Of Equity Derivatives

The Handbook Of 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 The Handbook Of Equity Derivatives book. This book definitely worth reading, it is an incredibly well-written.

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 : 41,8 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)

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 : 45,6 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.

Equity Derivatives Explained

M. Bouzoubaa
Equity Derivatives Explained Book PDF

Author : M. Bouzoubaa
Publisher : Springer
Page : 204 pages
File Size : 42,6 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.

Structured Equity Derivatives

Harry M. Kat
Structured Equity Derivatives Book PDF

Author : Harry M. Kat
Publisher : Wiley
Page : 390 pages
File Size : 46,8 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.

Advanced Equity Derivatives

Sebastien Bossu
Advanced Equity Derivatives Book PDF

Author : Sebastien Bossu
Publisher : John Wiley & Sons
Page : 176 pages
File Size : 50,5 Mb
Release : 2014-05-05
Category : Business & Economics
ISBN : 9781118774717

Get Book

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.

Credit Derivatives and Structured Credit

Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
Credit Derivatives and Structured Credit Book PDF

Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
Publisher : John Wiley & Sons
Page : 294 pages
File Size : 45,5 Mb
Release : 2006-06-14
Category : Business & Economics
ISBN : 9780470026236

Get Book

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

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 : 46,6 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 Handbook of Financial Instruments

Frank J. Fabozzi
The Handbook of Financial Instruments Book PDF

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 863 pages
File Size : 53,9 Mb
Release : 2003-02-03
Category : Business & Economics
ISBN : 9780471445609

Get Book

The Handbook of Financial Instruments by Frank J. Fabozzi Pdf

An investor's guide to understanding and using financial instruments The Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds. The Handbook of Financial Instruments explores the basic features of each instrument introduced, explains their risk characteristics, and examines the markets in which they trade. Written by experts in their respective fields, this book arms individual investors and institutional investors alike with the knowledge to choose and effectively use any financial instrument available in the market today. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

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 : 42,6 Mb
Release : 1999-01-15
Category : Business & Economics
ISBN : 1883249600

Get Book

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.

Equity Derivatives and Market Risk Models

Oliver Brockhaus
Equity Derivatives and Market Risk Models Book PDF

Author : Oliver Brockhaus
Publisher : Unknown
Page : 248 pages
File Size : 42,5 Mb
Release : 2000
Category : Business & Economics
ISBN : 1899332871

Get Book

Equity Derivatives and Market Risk Models by Oliver Brockhaus Pdf

The definitive practitioners' reference on the advanced use of equity derivatives.

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 : 48,8 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.

Modelling and Hedging Equity Derivatives

Oliver Brockhaus
Modelling and Hedging Equity Derivatives Book PDF

Author : Oliver Brockhaus
Publisher : Unknown
Page : 287 pages
File Size : 45,5 Mb
Release : 1999
Category : Derivative securities
ISBN : 1899332340

Get Book

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

Keith Cuthbertson,Dirk Nitzsche,Niall O'Sullivan
Derivatives Book PDF

Author : Keith Cuthbertson,Dirk Nitzsche,Niall O'Sullivan
Publisher : John Wiley & Sons
Page : 116 pages
File Size : 41,6 Mb
Release : 2019-12-16
Category : Business & Economics
ISBN : 9781119595595

Get Book

Derivatives by Keith Cuthbertson,Dirk Nitzsche,Niall O'Sullivan Pdf

Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.

Equity Derivatives

Edmund Parker
Equity Derivatives Book PDF

Author : Edmund Parker
Publisher : Globe Law and Business Limited
Page : 448 pages
File Size : 40,7 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.

Fixed-Income Securities and Derivatives Handbook

Moorad Choudhry
Fixed Income Securities and Derivatives Handbook Book PDF

Author : Moorad Choudhry
Publisher : John Wiley & Sons
Page : 499 pages
File Size : 51,6 Mb
Release : 2010-08-02
Category : Business & Economics
ISBN : 9781576603345

Get Book

Fixed-Income Securities and Derivatives Handbook by Moorad Choudhry Pdf

The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.