Equity Derivatives and Hybrids, Brockhaus Oliver

Автор: Sundaram F.K.
Название: Derivatives, 2 ed.(Книга: Сундарам Ф.К. Деривативы, 2-е изд.)
ISBN: 1259010872 ISBN-13(EAN): 9781259010873
Издательство: McGraw-Hill
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Цена: 70910.00 T
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Описание: Helps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis.

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance Vol. II: Equity Derivatives
ISBN: 1119965829 ISBN-13(EAN): 9781119965824
Издательство: Wiley
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Цена: 66530.00 T
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Описание: Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry.

Автор: Satyajit Das
Название: Credit Derivatives: CDOs and Structured Credit Products, 3rd Edition
ISBN: 0470821590 ISBN-13(EAN): 9780470821596
Издательство: Wiley
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Цена: 116160.00 T
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Описание: This is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous edions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format. All chapters have been written by the author. The First Edition of "Credit Derivatives" was published in 1998. It was designed to meet the growing interest in complex instruments. An updated Second Edition was released in 2000. "Credit Derivatives, CDO's and Structured Credit Products, 3rd Edition" offers comprehensive information on credit derivative products (both standard and structured), documentation issues, pricing/valuation approaches, applications and the market. The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures. This book features include: detailed discussion of the collateralised debt obligations ("CDO") market including: CDO structures; pricing and valuation; rating methodology; CDO variations (including SME CDO's, structured finance/ ABS CDO's, collateralised fund obligations ("CFO's"); single tranche CDO's; hedging of CDO tranches (including credit deltas and other Greeks and default correlation risk); behavior of CDO tranche (equity, mezzanine, senior and super senior) investments; increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior. It also features: coverage of E2C (equity to credit) hedging; detailed examples of applications of credit derivatives by different market participants; discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades; updated coverage of regulatory framework for credit derivatives; and an updated discussion of market structures, developments and prospects.

Автор: Overhaus
Название: Equity Hybrid Derivatives
ISBN: 0471770582 ISBN-13(EAN): 9780471770589
Издательство: Wiley
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Цена: 84480.00 T
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Описание: Praise for Equity Hybrid Derivatives "Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives. " --Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P.

Автор: Hilpisch Y
Название: Derivatives Analytics with Python
ISBN: 1119037999 ISBN-13(EAN): 9781119037996
Издательство: Wiley
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Цена: 66530.00 T
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Описание: Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language.

Автор: T. Rumble
Название: The Taxation of Equity Derivatives and Structured Products
ISBN: 1403903395 ISBN-13(EAN): 9781403903396
Издательство: Springer
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Цена: 222670.00 T
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Описание: Part 1 examines the derivatives building blocks and financial market/corporate finance drivers of the equity derivatives and financial products market, and includes case studies of typical and landmark transactions.

Автор: Satyajit Das
Название: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
Издательство: Wiley
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Цена: 116160.00 T
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Описание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets.
EQUITY LINKED STRUCTURES
55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps
56. Convertible Securities
57. Structured Convertible Securities
58. Equity Linked Notes
59. Equity Derivatives - Investor Applications
60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives
COMMODITY LINKED STRUCTURES
61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes
62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets
63. Commodity Derivatives - Metal Markets
64. Commodity Derivatives - Agricultural and Other Markets
CREDIT DERVIATIVES
65. Credit Derivative Products
66. Credit Linked Notes/Collateralised Debt Obligations
67. Credit Derivatives/Default Risk - Pricing and Modelling
68. Credit Derivatives - Applications/Markets
NEW MARKETS
69. Inflation Indexed Notes and Derivatives.
70. Alternative Risk Transfer/Insurance Derivatives
71. Weather Derivatives
72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives
73. Tax and Structured Derivatives Transactions
EVOLUTION OF DERIVATIVES MARKETS
74. Electronic Markets and Derivatives Trading
75. Financial Derivatives - Evolution and Prospects

Автор: Bouzoubaa Mohamed
Название: Equity Derivatives Explained
ISBN: 113733553X ISBN-13(EAN): 9781137335531
Издательство: Springer
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Цена: 25150.00 T
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Описание: A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.

Автор: Bossu Sebastien
Название: Advanced Equity Derivatives
ISBN: 1118750969 ISBN-13(EAN): 9781118750964
Издательство: Wiley
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Цена: 121440.00 T
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Описание: In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives.