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Equity Derivatives

Corporate and Institutional Applications

  • Neil C Schofield

Table of contents

  1. Front Matter
    Pages i-xxiii
  2. Neil C Schofield
    Pages 1-33
  3. Neil C Schofield
    Pages 35-43
  4. Neil C Schofield
    Pages 45-72
  5. Neil C Schofield
    Pages 73-103
  6. Neil C Schofield
    Pages 105-138
  7. Neil C Schofield
    Pages 139-202
  8. Neil C Schofield
    Pages 203-246
  9. Neil C Schofield
    Pages 247-270
  10. Neil C Schofield
    Pages 271-285
  11. Neil C Schofield
    Pages 287-313
  12. Neil C Schofield
    Pages 315-346
  13. Neil C Schofield
    Pages 347-383
  14. Neil C Schofield
    Pages 385-416
  15. Neil C Schofield
    Pages 417-460
  16. Neil C Schofield
    Pages 461-477
  17. Back Matter
    Pages 479-487

About this book

Introduction

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.

Keywords

Delta One Products Capital Structure Traded Payoffs Equity Valuation Vanilla Equity Options Volatility Forwards Futures Equity Swaps Traded Dividends

Authors and affiliations

  • Neil C Schofield
    • 1
  1. 1.Verwood, DorsetUnited Kingdom

Bibliographic information

  • DOI https://doi.org/10.1057/978-0-230-39107-9
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2017
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages History
  • Print ISBN 978-0-230-39106-2
  • Online ISBN 978-0-230-39107-9
  • Buy this book on publisher's site
Industry Sectors
Finance, Business & Banking