Equity Derivatives: Corporate and Institutional Applications
| Author | : | |
| Rating | : | 4.87 (876 Votes) |
| Asin | : | 0230391060 |
| Format Type | : | paperback |
| Number of Pages | : | 487 Pages |
| Publish Date | : | 2015-11-27 |
| Language | : | English |
DESCRIPTION:
From the Back CoverThis book provides thorough coverage of the institutional applications of equity derivatives. 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. 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.. It starts with an introduction on stock markets' fundamentals before opening the gate on the world of structured products. The author also delivers various common sensical reasons on which models to use and when. Delta-one products and options are covered in detail, providing readers with deep understanding of the use of eq
He was elected as a Fellow of the IFS School of Finance (formerly the Chartered Institute of Bankers) in 1999.Neil was appointed as a Visiting Fellow at the University of Reading ICMA Centre, UK, in April, 2007. He teaches primarily on the rates business, covering all of the major asset classes and their respective derivative products from foreign exchange through to commodities.Before joinin
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. Delta-one products and options are covered in detail, providing readers with deep understanding of the use of equity derivatives strategies. 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.. It starts with an introduction on stock markets' fundamentals before opening the gate on the world of structured products. The author also delivers various common sensical reasons on which models to use and when. This book provides thorough coverage of the institutional applications of equity derivatives