Equity derivatives corporate and institutional applications - Londres Palgrave macmillan 2017 - 487 p.

Contiene: 1. Equity derivatives: the fundamentals.- 2. Corporate actions.- 3. Equity valuation.- 4. Valuation of equity derivatives.- 5. Risk management of Vanilla equity options.- 6. Volatility and correlation.- 7. Barrier and binary options.- 8. Correlation-dependent exotic options.- 9. Equity forwards and futures.- 10. Equity swaps.- 11. Investor applications of equity options.- 12. Structured equity products.- 13. Traded dividends.- 14. Trading volatility.- 15. Trading correlation.

978-0-230-39106-2


Derivados de equidad

Financiar Gestión de riesgos Servicios financieros

HG/6024.A3/S35/2017