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.
- 出版社: Palgrave Macmillan; 1st ed. 2017 (2017年3月24日)
- 精装: 487页
- 语种: 英语
- ISBN: 0230391060
- 条形码: 9780230391062
- 商品尺寸: 16.6 x 3.3 x 24.5 cm
- ASIN: 0230391060
- 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.