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.
Mohamed Bouzoubaa is an experienced practitioner in the world of derivatives. He is currently Managing Director at Samurai Finance Consulting. Previously, he worked for Standard Chartered Bank in Singapore, where he was involved in modeling sophisticated commodity structures for institutional clients and creating commodity-linked financing and hedging solutions for corporate clients. His professional expertise spans the spectrum of topics in derivatives, having held positions as Head of Derivatives Trading and Structuring at CDG Capital, Equity Derivatives Sales at Societe Generale in Paris, Risk and Fund Management expert at Sophis specializing in the risks involved in equity, credit and fixed income derivatives, and as a derivatives structurer at Bear Stearns/JP Morgan Chase in London. Mohamed holds Masters degrees in Financial Engineering and in Applied Mathematics and is co-author of the successful Exotic Options and Hybrids. Besides, he is a CFA charterholder and is an MBA lecturer at Singapore Management University.
1. Fundamentals 2. Inside the World of Equity Derivatives 3. Forwards, Futures and Swaps 4. Pricing Vanilla Options 5. Risk Management Tools 6. Strategies Built around Vanillas 7. Yield Enhancement Solutions