Equity Derivatives
Built on Neil Schofield’s 25 years of experience about equity derivatives, this book provides a comprehensive understanding on the inter-linkages that exist between the different components of the equity derivatives market. With an introduction to the fundamentals of the stock market, delta one products and options are covered in detail, giving a broad knowledge of the use of equity derivative strategies. The book features most of the traded payoffs and structures and covers all practical aspects of pricing and hedging.
Neil Schofield's Equity Derivatives:
Provides a great overview of how dealers approach such derivatives
Delivers commonsensical reasons on which models to use and when
Discusses equity derivatives in a practical, non-mathematical and highly intuitive setting
Enables practitioners to fully understand and correctly structure
Price and hedge products effectively
Stand strong to make equity-related concepts truly accessible
Table of Contents
Chapter 1. Equity Derivatives – The Fundamentals
Chapter 2. Corporate Actions
Chapter 4. Valuation of Equity Derivatives
Chapter 6. Volatility and Correlation
Chapter 7. Barrier and Binary Options
Chapter 8. Correlation-Dependent Exotic Options
Chapter 10. Equity Swaps
Chapter 12. Structured Equity Products
Chapter 13. Traded Dividends
Chapter 14. Trading Volatility
Chapter 15. Trading Correlation