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