Equity Derivatives [electronic resource] : Corporate and Institutional Applications / by Neil C Schofield.
Вид матеріалу:
Текст Публікація: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017Видання: 1st ed. 2017Опис: XXIII, 487 p. 274 illus. online resourceТип вмісту: - text
- computer
- online resource
- 9780230391079
- 332.17 23
- HG1616.M3
ЕКнига
Списки з цим бібзаписом:
Springer Ebooks (till 2020 - Open Access)+(2017 Network Access))
|
Springer Ebooks (2017 Network Access))
Chapter 1) Equity Derivatives – The Fundamentals -- Chapter 2) Corporate Actions -- Chapter 3) Equity Valuation -- Chapter 4) Valuation of Equity Derivatives -- Chapter 5) Risk Management of Vanilla Equity Options -- Chapter 6) Volatility and Correlation -- Chapter 7) Barrier and binary Options -- Chapter 8) Correlation-Dependent Exotic Options -- Chapter 9) Equity Forwards and Futures -- Chapter 10) Equity Swaps -- Chapter 11) Investor Applications of Equity Options -- Chapter 12) Structured Equity Products -- Chapter 13) Traded Dividends -- Chapter 14) Trading Volatility -- Chapter 15) Trading Correlation. .
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.
Available to subscribing member institutions only. Доступно лише організаціям членам підписки.
Online access from local network of NaUOA.
Online access with authorization at https://link.springer.com/
Онлайн-доступ з локальної мережі НаУОА.
Онлайн доступ з авторизацією на https://link.springer.com/
Немає коментарів для цієї одиниці.