Equity Derivatives: Applications in Risk Management and Investment

Equity Derivatives: Applications in Risk Management and Investment

By: Laurie Donaldson (editor)Paperback

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Description

This work tracks the evolution of the reinvention of the equity derivatives market, focusing on the major product and application innovations.

Contents

Equity Derivatives Applications in Risk Management and Investment -------------------------------------------------------------------------------- CONTENTS Introduction: concepts and uses Murali Ramaswami of Lehman Brothers Corporate Applications Structured Equity Products and Issuers Ramesh Ramanathan and Toby Smith of Citibank Corporate Crossholdings: Risk Management and Value Extraction Girish Reddy and Jim Ziperski of Goldman Sachs Equity Derivative Applications to Own Share Schemes S.A.M. Lusty of UBS Taxation of Equity Derivatives Richard Clarke and Viva Hammer of Price Warterhouse Investment and Portfolio Strategies Selecting and Customising Equity Derivatives for Investment Funds William Margrabe of William Margrabe Group, Inc Equity Index and Index Replication Strategies Bich Pham and Karl Gauvin of TAL Investment Counsel Prudent Uses of Derivatives in Asset Management Ivan E. Stux of Morgan Stanley Providing and Packaging Retail Products Anthony Culligan of Robert Fleming & Col Equity Derivatives for Emerging Market Cross-Border Investment Ronald T. Slivka of Portfolio Advice Associates Valuation and Risk Analysis Pricing and Hedging Equity Options: The Effect of Market Structure and Transactions Costs Henrik Neuhaus and Yasuo Kusuda of Nikko Securities Martingale Pricing: A Do-It-Yourself Guide to Deriving Black-Scholes Pierre Collin Dufresne of HEC School of Management; William Keirstead of Goldman Sachs; Michael P. Ross of Haas School of Business Measuring Equity Volatitlites Robert G. Tompkins of Minerva Consulting Ltd Equity Risk and Portfolio Analysis Christopher Woods of State Street Global Advisors Index

Product Details

  • ISBN13: 9781899332168
  • Format: Paperback
  • Number Of Pages: 287
  • ID: 9781899332168
  • ISBN10: 1899332162

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