The Handbook of Equity Derivatives

Revised Auflage
ISBN: 978-0-471-32603-8
Verlag: John Wiley & Sons

Buch, Englisch, 720 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 1310 g

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)

Autoren/Hrsg.

Francis, Jack Clark

Toy, William W.

Whittaker, J. Gregg

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Börse, Rohstoffe
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Inhaltsverzeichnis

Options Fundamentals (T. Weithers).

A Historical Perspective on Equity Derivatives (J. Hill & B. Dunn).

PRODUCTS TRADED ON ORGANIZED EXCHANGES IN THE UNITED STATES.

U.S. Options Exchanges (J. Junkus).

U.S. Stock Index Futures Markets (T. Petzel).

Index Participation Units (E. Kirzner).

Exchange-Traded Equity Funds-Genesis, Growth, and Outlook (G. Gastineau & C. Weber).

International Equity Derivatives (J. Junkus).

ISSUER DERIVATIVE STRUCTURES.

Warrants (E. Harty).

Japanese Warrants (B. Sucher & J. Knight).

Convertibles (A. Aithal).

Buy-Write Securities (T. McManus).

The Enigma of Tax-Driven Security Design: The Unbundled Stock Units and Other Experiences (R. Sah & N. Vasavada).

SYNTHETIC STRUCTURES.

Applications of OTC Options and Other Structured Products (M. Zurack).

Americus Trust's Primes and Scores: Precursors to Leaps, Percs, Elks, Yeelds and Chips, and Supertrust (E. Harty).

Public Equity-Linked Debt (W. Toy & M. Ryan).

Equity Swaps: Structures, Uses, and Pricing (J. Marshall & R. Yuyuenyongwatana).

Nikkei 225 Put Warrants (M. Ryan & R. Granovsky).

Synthetic Warrants (T. Lindberg).

Supershares (M. Rubinstein).

Structured Equity Derivative Products (J. Whittaker).

A Practitioner's Guide To Structuring Listed Equity Derivative Securities (J. Braddock & B. Krause).

ACCOUNTING, TAX, AND REGULATORY ISSUES.

Accounting Considerations for Equity Derivatives (M. Joseph).

Legal Issues Concerning Equity Derivative Instruments (P. Gottlieb & J. Gatsos).

The U.S. Taxation of Equity Derivative Instruments (E. Kleinbard).

Developments in U.S. Derivatives Regulation (T. Russo & M. Vinciguerra).

SEARCHING FOR MEANINGFUL PATTERNS.

Why Financial Instruments Fail or Succeed (J. Francis).

What Lies Ahead? (G. Gastineau & L. Margolis).

The Theory of Security Design (A. Boot, et al.).

Index.

Über Autor(innen)

JACK CLARK FRANCIS is Professor of Economics and Finance at Bernard M. Baruch College in New York City and author of several well-known college textbooks. He previously served as a Federal Reserve economist and on the finance faculty of the University of Pennsylvania's Wharton School.

WILLIAM W. TOY is a Vice President in the Equity Derivatives Department at Goldman, Sachs & Co. and a codeveloper of the Black-Derman-Toy interest rate options model. He holds a PhD in physics from MIT.

J. GREGG WHITTAKER is a Managing Director and the global head of Credit Derivatives for Chase Securities in New York City and a former senior vice president of S. G. Warburg, where he headed the Equity-Structured Products Division. He earned a PhD in economics from the University of Wisconsin.