E-Book, Englisch, 109 Seiten
Bouzoubaa Equity Derivatives Explained
2014
ISBN: 978-1-137-33554-8
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 109 Seiten
Reihe: Financial Engineering Explained
ISBN: 978-1-137-33554-8
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Autoren/Hrsg.
Weitere Infos & Material
1;Cover;1
2;Half-Title;2
3;Series;3
4;Title;4
5;Copyright;5
6;Dedication;6
7;Contents;7
8;List of Figures;9
9;1 Fundamentals;11
9.1;1.1 Stock Markets and Indices;11
9.2;1.2 Interest Rates and Dividends;12
9.3;1.3 Short Selling and Borrowing;18
9.4;1.4 Volatility Concepts;20
10;2 Inside the World of Equity Derivatives;24
10.1;2.1 The Sell Side;24
10.2;2.2 The Buy Side;29
11;3 Forwards, Futures and Swaps;32
11.1;3.1 Futures Markets;32
11.2;3.2 Forward Contracts;36
11.3;3.3 Equity Swaps;39
11.4;3.4 Dividend Swaps;45
12;4 Pricing Vanilla Options;48
12.1;4.1 European Calls and Puts;48
12.2;4.2 Hedging Cost Principle;53
12.3;4.3 Pricing Vanillas;55
12.4;4.4 American Options;59
12.5;4.5 Asian Options;62
13;5 Risk Management Tools;64
13.1;5.1 All About the Greeks;64
13.2;5.2 Greeks Closed Relationships;78
13.3;5.3 Choosing the Right Model;81
14;6 Strategies Built around Vanillas;83
14.1;6.1 Equity Hedging the Traditional Way;83
14.2;6.2 Vertical Spreads;87
14.3;6.3 Bear Put Spread;89
14.4;6.4 Collars and Three-Ways;91
14.5;6.5 Butterfly and Condor Spreads;93
14.6;6.6 Straddles and Strangles;96
15;7 Yield Enhancement Solutions;99
15.1;7.1 Equity Structured Notes;99
15.2;7.2 Playing with Volatility;101
15.3;7.3 Equity Dispersion Derivatives;103
15.4;7.4 Dynamic Indices;104
16;Index;106
