LEADER 00878nam0-22003011i-450- 001 990008485330403321 005 20070906101656.0 010 $a88-402-0315-X 035 $a000848533 035 $aFED01000848533 035 $a(Aleph)000848533FED01 035 $a000848533 100 $a20070315d1989----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay-------001yy 200 1 $aMasaniello$etrionfo e caduta del celebre capopopolo nello sfondo della tumultuosa Napoli del Seicento$fGiuseppe Campolieti 210 $aNovara$cIstituto geografico De Agostini$d1989 215 $a283 p.$d22 cm 676 $a945.73$v12$zita 700 1$aCampolieti,$bGiuseppe$0502036 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990008485330403321 952 $aSDI-KF 699$bs.i.$fSDI 959 $aSDI 996 $aMasaniello$9730906 997 $aUNINA LEADER 05856nam 2200841Ia 450 001 9910819326403321 005 20191030193400.0 010 $a9786613298911 010 $a9781283298919 010 $a1283298910 010 $a9781119950776 010 $a1119950775 010 $a9781118467244 010 $a1118467248 010 $a9781119978558 010 $a1119978556 035 $a(CKB)2670000000122433 035 $a(EBL)697754 035 $a(SSID)ssj0000554833 035 $a(PQKBManifestationID)11377656 035 $a(PQKBTitleCode)TC0000554833 035 $a(PQKBWorkID)10517572 035 $a(PQKB)11709366 035 $a(Au-PeEL)EBL697754 035 $a(CaPaEBR)ebr10503049 035 $a(CaONFJC)MIL329891 035 $a(CaSebORM)9781119975908 035 $a(MiAaPQ)EBC697754 035 $a(OCoLC)796002047 035 $a(OCoLC)806452541 035 $a(OCoLC)ocn806452541 035 $a(FR-PaCSA)88803168 035 $a(FRCYB88803168)88803168 035 $a(Perlego)1013757 035 $a(EXLCZ)992670000000122433 100 $a20110425d2011 uy 0 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHandbook of corporate equity derivatives and equity capital markets /$fJuan Ramirez 205 $a1st edition 210 $aChichester, West Sussex $cWiley$d2011 215 $a1 online resource (446 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9781119975908 311 08$a1119975905 320 $aIncludes bibliographical references and index. 327 $aHandbook of Corporate Equity Derivatives and Equity Capital Markets; Contents; Preface; About the Author; 1 Main Strategic Equity Derivative Instruments; 1.1 Equity Forwards; 1.1.1 Equity Forwards; 1.1.2 Example of a Cash-settled Equity Forward on a Stock; 1.1.3 Example of a Physically Settled Equity Forward on a Stock; 1.1.4 Calculating the Forward Price of a Stock; 1.2 Equity Swaps; 1.2.1 Total Return Equity Swaps; 1.2.2 Price Return Equity Swaps; 1.2.3 Case Study: Physically Settled Total Return Equity Swap on Deutsche Telekom 327 $a1.2.4 Case Study: Cash-settled Total Return Equity Swap on Deutsche Telekom 1.2.5 Determination of the Initial Price; 1.2.6 Determination of the Settlement Price; 1.2.7 Equity Notional Resets; 1.2.8 Case Study: Total Return Equity Swap on EuroStoxx 50; 1.2.9 Compo Equity Swaps; 1.2.10 Quanto Equity Swaps; 1.2.11 Uses of Equity Swaps; 1.3 Stock Lending and Borrowing; 1.3.1 Stock Lending and Borrowing; 1.3.2 Stock Lending/Borrowing Transaction Flows; 1.3.3 Counterparty Credit Risk; 1.3.4 Advantages of Stock Lending and Borrowing; 1.3.5 Drawbacks of Stock Lending and Borrowing 327 $a1.4 Call and Put Options 1.4.1 Call Options; 1.4.2 Put Options; 1.4.3 European vs. American Style; 1.4.4 Time Value vs. Intrinsic Value; 1.4.5 In, At or Out-of-the-money; 1.4.6 Variables that Influence an Option Price; 1.4.7 Historical Volatility vs. Implied Volatility; 1.4.8 Put-Call Parity; 1.4.9 Options' Sensitivities, the "Greeks"; 1.4.10 Delta Hedging; 1.4.11 Offsetting Dividend Risk; 1.4.12 Adjustments to Option Terms Due to Other Corporate Actions; 1.4.13 Volatility Smile; 1.4.14 Implied Volatility Term Structure; 1.4.15 Composite and Quanto Options; 1.5 Dividend Swaps 327 $a1.5.1 Dividend Swaps 1.5.2 Applications of Dividend Swaps; 1.5.3 Risks; 1.5.4 Main Dates in a Dividend Distribution; 1.5.5 Case Study: Single-stock Dividend Swap; 1.5.6 Case Study: Index Dividend Swap; 1.5.7 Pricing Implied Dividends; 1.6 Variance Swaps and Volatility Swaps; 1.6.1 Variance Swaps Product Description; 1.6.2 Calculation of the Realized Volatility and the Realized Variance; 1.6.3 Volatility Swaps Product Description; 1.6.4 Volatility Swaps vs. Variance Swaps; 1.6.5 Applications of Variance and Volatility Swaps; 2 Equity Capital Markets Products 327 $a2.1 Main Equity Capital Markets Products 2.1.1 Capital Increase Products; 2.1.2 Secondary Placement Products; 2.1.3 Equity-linked Products; 2.2 Initial Public Offerings; 2.2.1 Product Description; 2.2.2 Benefits of Going Public; 2.2.3 Drawbacks of Going Public; 2.2.4 The IPO Process; 2.2.5 Phase 1: Preparation of the Company; 2.2.6 Phase 2: Preparation of the Offering; 2.2.7 Phase 3: Marketing of the Offering; 2.2.8 Phase 4: Placement of the Offering; 2.2.9 Key Success Factors Affecting an IPO; 2.2.10 Key Risk Factors Affecting an IPO; 2.2.11 Case Study: Visa's IPO 327 $a2.3 Case Study: Google's Dutch Auction IPO 330 $aEquity strategies are closely guarded secrets and as such, there is very little written about how investors and corporate can utilise equity vehicles as part of their growth strategies. In this much-needed book, industry expert Juan Ramiraz guides readers through the whole range of equity derivative instruments, showing how they can be applied to a range of equity capital market situations, including hedging, yield enhancement and disposal of strategic stakes, mergers and acquisitions, stock options plan hedging, equity financings, share buybacks and other transactions on treasury shares, bank 410 0$aWiley finance series. 517 3 $aCorporate equity derivatives and equity capital markets 606 $aDerivative securities$zUnited States 606 $aOptions (Finance)$zUnited States 615 0$aDerivative securities 615 0$aOptions (Finance) 676 $a332.63/2 686 $aBUS027000$2bisacsh 700 $aRamirez$b Juan$f1961-$0857891 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910819326403321 996 $aHandbook of corporate equity derivatives and equity capital markets$93999948 997 $aUNINA