Equity Derivatives - Risk Books
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Equity Derivatives

Edited By Various


Tracks the evolution of the reinvention of the equity derivatives market, focusing on the major product and application innovations

Publish date: 3 Nov 1997

Availability: In stock


Book description

  • Overview of corporate uses, investment and portfolio strategies, valuation and risk analysis
  • New approaches in corporate finance and investment

Book details

Publish date
3 Nov 1997

Editor biography


Author biography unavailable.

Table of 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



“Highly recommended book to both corporate financial managers and traders in financial institutions as an essential source of information on the latest trends in equity financial products“

Satyajit Das, Finance & Treasury Professional

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