Equity Derivatives Explained [electronic resource] /
Bouzoubaa, M.author.
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.
Cover; Half-Title; Title; Copyright; Dedication; Contents; List of Figures; 1 Fundamentals; 1.1 Stock Markets and Indices; 1.2 Interest Rates and Dividends; 1.3 Short Selling and Borrowing; 1.4 Volatility Concepts; 2 Inside the World of Equity Derivatives; 2.1 The Sell Side; 2.2 The Buy Side; 3 Forwards, Futures and Swaps; 3.1 Futures Markets; 3.2 Forward Contracts; 3.3 Equity Swaps; 3.4 Dividend Swaps; 4 Pricing Vanilla Options; 4.1 European Calls and Puts; 4.2 Hedging Cost Principle; 4.3 Pricing Vanillas; 4.4 American Options; 4.5 Asian Options; 5 Risk Management Tools
5.1 All About the Greeks5.2 Greeks Closed Relationships; 5.3 Choosing the Right Model; 6 Strategies Built around Vanillas; 6.1 Equity Hedging the Traditional Way; 6.2 Vertical Spreads; 6.3 Bear Put Spread; 6.4 Collars and Three-Ways ; 6.5 Butterfly and Condor Spreads; 6.6 Straddles and Strangles; 7 Yield Enhancement Solutions; 7.1 Equity Structured Notes ; 7.2 Playing with Volatility; 7.3 Equity Dispersion Derivatives; 7.4 Dynamic Indices; Index
Includes index.
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.
Business enterprises-Finance.
Risk management.
New business enterprises.
Finance.
Financial engineering.
Investment banking.
Securities.
Business Finance.
Risk Management.
Start-Ups/Venture Capital.
Finance, general.
Financial Engineering.
Investments and Securities.