The Handbook of Equity Derivatives, Revised Edition (Wiley Series in Financial Engineering)

By Jack Clark Francis

Aktienderivate geh?ren zu den popul?rsten Derivatprodukten, die von institutionellen Anlegern gehandelt werden. Ein Aktienderivat ist ein Future oder eine Option auf Aktien oder Aktienindices. Zu den traditionellen Aktienderivaten geh?ren Optionsscheine, Optionen, Futures und Aktienindexfutures. Das "Handbook of Equity" ist eine vollst?ndige und umfassende ?berarbeitung des ersten und einzigen Buches zu diesem Thema. Herausgegeben von f?hrenden K?pfen der Branche - darunter Nobelpreistr?ger Fischer Black, John Braddock und Mark Rubenstein - enth?lt es wichtige neue Informationen zu Aktienindexfutures und -optionen und erweitert die mathematische Diskussion um das Black & Scholes-Modell. (11/99)

• Format: Hardcover
• Language: English
• ISBN: 0471326038
• ISBN13: 9780471326038
• Release Date: November 1999
• Publisher: Wiley
• Length: 720 Pages
• Weight: 2.40 lbs.
• Dimensions: 2.1" x 6.3" x 9.3"

Customer Reviews

Disjointed but interesting set of essays

The book is a collection of disjointed but interesting essays on the general topic of equity derivatives. There is a heavy US bias in the material and none of the topics are covered in much depth. Nor does there seem to have been much in the way of editorial control over the way that essays are linked to form a theme (the treatment of covered warrants is a clear case here). One to get if the company are paying since, in a book this big on a sparsely covered topic, there is some interesting stuff here.

A clear explanation of various derivative instruments.

This is an excellent Anthology of an often maligned and misunderstood subject. The forward is written by Fischer Black who is a pioneer in the derivatives industry. These are clearly written essays on the multiple and intelligent methods of using derivatives in varying investment environments. This is a book about financial choices and the opportunities that abound for end users of these products to hedge, diversify, insure against disaster and customize investment positions. This book should be on the desk of every Treasurer or Money Manager who is entrusted with fiduciary responsibilities.