Equity Derivatives - Neil C Schofield

Equity Derivatives

Corporate and Institutional Applications
Buch | Softcover
487 Seiten
2018 | 1st ed. 2017
Palgrave Macmillan (Verlag)
978-1-349-59659-1 (ISBN)
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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.

Neil C. Schofield is the Managing Director of Financial Markets Training Ltd. and delivers training courses in the areas of treasury, derivatives, capital markets and risk management to financial institutions, central banks and corporations worldwide. Neil was global head of Financial Markets training at Barclays Capital from 2001 to 2008. 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 joining Barclays Capital, he was a director at Chisholm-Roth Training for 4 years, where he was responsible for provision of training services for a number of blue chip global investment banks. He started his training career at Chase Manhattan Bank, where he was originally employed as an internal auditor. Neil holds a B.Sc. in Economics from Loughborough University, UK, and an MBA from Manchester Business School, UK. 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.

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.

Erscheinungsdatum
Zusatzinfo 274 Illustrations, black and white; XXIII, 487 p. 274 illus.
Verlagsort Basingstoke
Sprache englisch
Maße 155 x 235 mm
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
Betriebswirtschaft / Management Spezielle Betriebswirtschaftslehre Bankbetriebslehre
Wirtschaft Betriebswirtschaft / Management Unternehmensführung / Management
Schlagworte capital structure • Delta One Products • Equity Swaps • Equity Valuation • Forwards • Futures • Traded Dividends • Traded Payoffs • Vanilla Equity Options • Volatility
ISBN-10 1-349-59659-0 / 1349596590
ISBN-13 978-1-349-59659-1 / 9781349596591
Zustand Neuware
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