The Handbook of Equity Derivatives

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471326038
Total Pages : 742 pages
Book Rating : 4.3/5 (26 download)

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Book Synopsis The Handbook of Equity Derivatives by : Jack Clark Francis

Download or read book The Handbook of Equity Derivatives written by Jack Clark Francis and published by John Wiley & Sons. This book was released on 1999-11-08 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aktienderivate gehören zu den populärsten Derivatprodukten, die von institutionellen Anlegern gehandelt werden. Ein Aktienderivat ist ein Future oder eine Option auf Aktien oder Aktienindices. Zu den traditionellen Aktienderivaten gehören Optionsscheine, Optionen, Futures und Aktienindexfutures. Das "Handbook of Equity" ist eine vollständige und umfassende Überarbeitung des ersten und einzigen Buches zu diesem Thema. Herausgegeben von führenden Köpfen der Branche - darunter Nobelpreisträger Fischer Black, John Braddock und Mark Rubenstein - enthält es wichtige neue Informationen zu Aktienindexfutures und -optionen und erweitert die mathematische Diskussion um das Black & Scholes-Modell. (11/99)

Handbook of Corporate Equity Derivatives and Equity Capital Markets

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119950775
Total Pages : 452 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Handbook of Corporate Equity Derivatives and Equity Capital Markets by : Juan Ramirez

Download or read book Handbook of Corporate Equity Derivatives and Equity Capital Markets written by Juan Ramirez and published by John Wiley & Sons. This book was released on 2011-09-07 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Equity strategies are closely guarded secrets and as such, there is very little written about how investors and corporate can utilise equity vehicles as part of their growth strategies. In this much-needed book, industry expert Juan Ramiraz guides readers through the whole range of equity derivative instruments, showing how they can be applied to a range of equity capital market situations, including hedging, yield enhancement and disposal of strategic stakes, mergers and acquisitions, stock options plan hedging, equity financings, share buybacks and other transactions on treasury shares, bank regulatory capital arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative strategies have been used in real-life situations.

Structured Equity Derivatives

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Author :
Publisher : Wiley
ISBN 13 : 9780471486527
Total Pages : 390 pages
Book Rating : 4.4/5 (865 download)

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Book Synopsis Structured Equity Derivatives by : Harry M. Kat

Download or read book Structured Equity Derivatives written by Harry M. Kat and published by Wiley. This book was released on 2001-08-22 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity. Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds.

The Handbook of Equity Derivatives

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Author :
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 728 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The Handbook of Equity Derivatives by : Jack Clark Francis

Download or read book The Handbook of Equity Derivatives written by Jack Clark Francis and published by Irwin Professional Publishing. This book was released on 1995 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: This much-needed volume examines the entire equity derivatives market and its instruments, from "classic" warrants, options, and futures . . . to the new and innovative PERCS, equity swaps, and equity-linked bonds . . . to stock index futures, the most successful financial futures contracts in the world.

Equity Derivatives

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Author :
Publisher : Globe Law and Business Limited
ISBN 13 :
Total Pages : 448 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Equity Derivatives by : Edmund Parker

Download or read book Equity Derivatives written by Edmund Parker and published by Globe Law and Business Limited. This book was released on 2009 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible nwe title explains each type of transaction, together with the documentation involved. In particular, the book analyses and guides the reader through the full suite of OTC, exchange-traded and structured equity derivative documentation, and provides a detailed guide to the 2002 ISDA Equity Derivatives Definitions.The book further contains detailed analysis of the regulatory issues affecting equity derivative products in the United Kingdom, France, Germany, Italy, Spain and the United States, and covers tax issues arising in the United Kingdom and United States.

The Handbook of Financial Instruments

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 0471445606
Total Pages : 863 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis The Handbook of Financial Instruments by : Frank J. Fabozzi

Download or read book The Handbook of Financial Instruments written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2003-02-03 with total page 863 pages. Available in PDF, EPUB and Kindle. Book excerpt: An investor's guide to understanding and using financial instruments The Handbook of Financial Instruments provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds. The Handbook of Financial Instruments explores the basic features of each instrument introduced, explains their risk characteristics, and examines the markets in which they trade. Written by experts in their respective fields, this book arms individual investors and institutional investors alike with the knowledge to choose and effectively use any financial instrument available in the market today. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers—The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

Credit Derivatives and Structured Credit

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Publisher : John Wiley & Sons
ISBN 13 : 0470026235
Total Pages : 294 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Credit Derivatives and Structured Credit by : Richard Bruyere

Download or read book Credit Derivatives and Structured Credit written by Richard Bruyere and published by John Wiley & Sons. This book was released on 2006-06-14 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market A clearly-written, pedagogical book with numerous illustrations Detailed review of real-case transactions A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

Derivatives Handbook

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471157656
Total Pages : 766 pages
Book Rating : 4.1/5 (576 download)

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Book Synopsis Derivatives Handbook by : Robert J. Schwartz

Download or read book Derivatives Handbook written by Robert J. Schwartz and published by John Wiley & Sons. This book was released on 1997-05-23 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt: Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein.

Structured Products and Related Credit Derivatives

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Publisher : John Wiley & Sons
ISBN 13 : 047036923X
Total Pages : 545 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Structured Products and Related Credit Derivatives by : Brian P. Lancaster

Download or read book Structured Products and Related Credit Derivatives written by Brian P. Lancaster and published by John Wiley & Sons. This book was released on 2008-06-20 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.

Pricing and Hedging Financial Derivatives

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Publisher : John Wiley & Sons
ISBN 13 : 1119954584
Total Pages : 277 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Pricing and Hedging Financial Derivatives by : Leonardo Marroni

Download or read book Pricing and Hedging Financial Derivatives written by Leonardo Marroni and published by John Wiley & Sons. This book was released on 2014-06-19 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code

The Handbook of Hybrid Securities

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118449991
Total Pages : 421 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis The Handbook of Hybrid Securities by : Jan De Spiegeleer

Download or read book The Handbook of Hybrid Securities written by Jan De Spiegeleer and published by John Wiley & Sons. This book was released on 2014-05-19 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither equity nor debt, they possess characteristics of both, and carry unique risks that cannot be ignored, but are often woefully misunderstood. The first and only book of its kind, The Handbook of Hybrid Securities dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models Provides strategies for the full range of hybrid asset classes, including convertible bonds, preferreds, trust preferreds, contingent convertibles, bonds labeled "additional Tier 1," and more Offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market The most up-to-date, in-depth book on the subject, this is a valuable working resource for traders, analysts and risk managers, and a indispensable reference for regulators

Advanced Equity Derivatives

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Publisher : John Wiley & Sons
ISBN 13 : 1118750969
Total Pages : 180 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Advanced Equity Derivatives by : Sebastien Bossu

Download or read book Advanced Equity Derivatives written by Sebastien Bossu and published by John Wiley & Sons. This book was released on 2014-05-19 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.

The Financial Times Handbook of Financial Engineering

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Author :
Publisher : Pearson UK
ISBN 13 : 0273742426
Total Pages : 666 pages
Book Rating : 4.2/5 (737 download)

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Book Synopsis The Financial Times Handbook of Financial Engineering by : Lawrence Galitz

Download or read book The Financial Times Handbook of Financial Engineering written by Lawrence Galitz and published by Pearson UK. This book was released on 2013-06-11 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Times Handbook of Financial Engineering clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged. All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data.

Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 0071549536
Total Pages : 435 pages
Book Rating : 4.0/5 (715 download)

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Book Synopsis Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers by : Greg N. Gregoriou

Download or read book Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers written by Greg N. Gregoriou and published by McGraw Hill Professional. This book was released on 2008-07-31 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”

The Handbook of Equity Market Anomalies

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Publisher : John Wiley & Sons
ISBN 13 : 1118127765
Total Pages : 352 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis The Handbook of Equity Market Anomalies by : Leonard Zacks

Download or read book The Handbook of Equity Market Anomalies written by Leonard Zacks and published by John Wiley & Sons. This book was released on 2011-08-24 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.

Derivatives Engineering

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 9781557387592
Total Pages : 356 pages
Book Rating : 4.3/5 (875 download)

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Book Synopsis Derivatives Engineering by : Globecon Group

Download or read book Derivatives Engineering written by Globecon Group and published by McGraw Hill Professional. This book was released on 1995 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivatives Engineering will provide you with indispensable information on the use of derivatives to reduce financing costs, enhance investment yields and reduce the volatility of assets and liabilities. Derivatives Engineering shows how bankers can use derivatives to add value in the areas of structuring capital markets deals to achieve comparative advantage; reducing interest rate and currency risk; and enhancing the value of the corporation.

Handbook of Basel III Capital

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119330890
Total Pages : 560 pages
Book Rating : 4.1/5 (193 download)

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Book Synopsis Handbook of Basel III Capital by : Juan Ramirez

Download or read book Handbook of Basel III Capital written by Juan Ramirez and published by John Wiley & Sons. This book was released on 2016-12-06 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: A deeper examination of Basel III for more effective capital enhancement The Handbook of Basel III Capital – Enhancing Bank Capital in Practice delves deep into the principles underpinning the capital dimension of Basel III to provide a more advanced understanding of real-world implementation. Going beyond the simple overview or model, this book merges theory with practice to help practitioners work more effectively within the regulatory framework, and utilise the complex rules to more effectively allocate and enhance capital. A European perspective covers the CRD IV directive and associated guidance, but practitioners across all jurisdictions will find value in the strategic approach to decisions surrounding business lines and assets; an emphasis on analysis urges banks to shed unattractive positions and channel capital toward opportunities that actually fit their risk and return profile. Real-world cases demonstrate successful capital initiatives as models for implementation, and in-depth guidance on Basel III rules equips practitioners to more effectively utilise this complex regulatory treatment. The specifics of Basel III implementation vary, but the underlying principles are effective around the world. This book expands upon existing guidance to provide a deeper working knowledge of Basel III utility, and the insight to use it effectively. Improve asset quality and risk and return profiles Adopt a strategic approach to capital allocation Compare Basel III implementation varies across jurisdictions Examine successful capital enhancement initiatives from around the world There is a popular misconception about Basel III being extremely conservative and a deterrent to investors seeking attractive returns. In reality, Basel III presents both the opportunity and a framework for banks to improve their assets and enhance overall capital – the key factor is a true, comprehensive understanding of the regulatory mechanisms. The Handbook of Basel III Capital – Enhancing Bank Capital in Practice provides advanced guidance for advanced practitioners, and real-world implementation insight.