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Equity derivativescorporate and inst...
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Schofield, Neil C.
Equity derivativescorporate and institutional applications /
Record Type:
Electronic resources : Monograph/item
Title/Author:
Equity derivativesby Neil C Schofield.
Reminder of title:
corporate and institutional applications /
Author:
Schofield, Neil C.
Published:
London :Palgrave Macmillan UK :2017.
Description:
xxiii, 487 p. :digital ;25 cm.
Contained By:
Springer eBooks
Subject:
Derivative securities.
Online resource:
http://dx.doi.org/10.1057/978-0-230-39107-9
ISBN:
9780230391079$q(electronic bk.)
Equity derivativescorporate and institutional applications /
Schofield, Neil C.
Equity derivatives
corporate and institutional applications /[electronic resource] :by Neil C Schofield. - London :Palgrave Macmillan UK :2017. - xxiii, 487 p. :digital ;25 cm.
Chapter 1) Equity Derivatives - The Fundamentals -- Chapter 2) Corporate Actions -- Chapter 3) Equity Valuation -- Chapter 4) Valuation of Equity Derivatives -- Chapter 5) Risk Management of Vanilla Equity Options -- Chapter 6) Volatility and Correlation -- Chapter 7) Barrier and binary Options -- Chapter 8) Correlation-Dependent Exotic Options -- Chapter 9) Equity Forwards and Futures -- Chapter 10) Equity Swaps -- Chapter 11) Investor Applications of Equity Options -- Chapter 12) Structured Equity Products -- Chapter 13) Traded Dividends -- Chapter 14) Trading Volatility -- Chapter 15) Trading Correlation.
This book provides thorough coverage of the institutional applications of equity derivatives. It starts with an introduction on stock markets' fundamentals before opening the gate on the world of structured products. Delta-one products and options are covered in detail, providing readers with deep understanding of the use of equity derivatives strategies. The book features most of the traded payoffs and structures and covers all practical aspects of pricing and hedging. The treatment of risks is performed in a very intuitive fashion and provides the reader with a great overview of how dealers approach such derivatives. The author also delivers various common sensical reasons on which models to use and when. By discussing equity derivatives in a practical, non-mathematical and highly intuitive setting, this book enables practitioners to fully understand and correctly structure, price and hedge these products effectively, and stand strong as the only book in its class to make these equity-related concepts truly accessible.
ISBN: 9780230391079$q(electronic bk.)
Standard No.: 10.1057/978-0-230-39107-9doiSubjects--Topical Terms:
200051
Derivative securities.
LC Class. No.: HG6024.A3 / S36 2017
Dewey Class. No.: 332.6457
Equity derivativescorporate and institutional applications /
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corporate and institutional applications /
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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.
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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.
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History (Springer-41172)
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EB HG6024.A3 S367 2017
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http://dx.doi.org/10.1057/978-0-230-39107-9
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