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Handbook of corporate equity derivatives and equity capital markets [[electronic resource] /] / Juan Ramirez
| Handbook of corporate equity derivatives and equity capital markets [[electronic resource] /] / Juan Ramirez |
| Autore | Ramirez Juan <1961-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (446 p.) |
| Disciplina | 332.63/2 |
| Collana | Wiley finance series |
| Soggetto topico |
Derivative securities - United States
Options (Finance) - United States |
| ISBN |
1-283-29891-0
9786613298911 1-119-95077-5 1-118-46724-8 1-119-97855-6 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Handbook 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
1.2.4 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 1.4 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 1.5.1 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 2.1 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 2.3 Case Study: Google's Dutch Auction IPO |
| Record Nr. | UNINA-9910141248903321 |
Ramirez Juan <1961->
|
||
| Chichester, West Sussex, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of corporate equity derivatives and equity capital markets [[electronic resource] /] / Juan Ramirez
| Handbook of corporate equity derivatives and equity capital markets [[electronic resource] /] / Juan Ramirez |
| Autore | Ramirez Juan <1961-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (446 p.) |
| Disciplina | 332.63/2 |
| Collana | Wiley finance series |
| Soggetto topico |
Derivative securities - United States
Options (Finance) - United States |
| ISBN |
1-283-29891-0
9786613298911 1-119-95077-5 1-118-46724-8 1-119-97855-6 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Handbook 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
1.2.4 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 1.4 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 1.5.1 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 2.1 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 2.3 Case Study: Google's Dutch Auction IPO |
| Record Nr. | UNINA-9910819326403321 |
|
Ramirez Juan <1961->
|
||
| Chichester, West Sussex, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Keene on the market [[electronic resource] ] : trade to win using unusual options activity, volatility, and earnings / / Andrew Keene
| Keene on the market [[electronic resource] ] : trade to win using unusual options activity, volatility, and earnings / / Andrew Keene |
| Autore | Keene Andrew <1979-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2013 |
| Descrizione fisica | 1 online resource (251 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance) - United States
Speculation - United States |
| ISBN |
1-118-59073-2
1-118-59072-4 1-299-73172-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The life of a professional trader -- Trading for a living -- Who the players are. |
| Record Nr. | UNINA-9910132531303321 |
|
Keene Andrew <1979->
|
||
| Hoboken, N.J., : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Keene on the market [[electronic resource] ] : trade to win using unusual options activity, volatility, and earnings / / Andrew Keene
| Keene on the market [[electronic resource] ] : trade to win using unusual options activity, volatility, and earnings / / Andrew Keene |
| Autore | Keene Andrew <1979-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2013 |
| Descrizione fisica | 1 online resource (251 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance) - United States
Speculation - United States |
| ISBN |
1-118-59073-2
1-118-59072-4 1-299-73172-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The life of a professional trader -- Trading for a living -- Who the players are. |
| Record Nr. | UNINA-9910814942303321 |
|
Keene Andrew <1979->
|
||
| Hoboken, N.J., : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Options Trading [[electronic resource] /] / Logue, Ann
| Options Trading [[electronic resource] /] / Logue, Ann |
| Autore | Logue Ann |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Alpha, , 2016 |
| Descrizione fisica | 1 online resource (320 pages) |
| Soggetto topico |
Stock options - United States
Investments - United States Options (Finance) - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910702858903321 |
|
Logue Ann
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| Alpha, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Payment for order flow and internalization in the options markets [[electronic resource] /] / Office of Compliance Inspections and Examinations ; Office of Economic Analysis
| Payment for order flow and internalization in the options markets [[electronic resource] /] / Office of Compliance Inspections and Examinations ; Office of Economic Analysis |
| Pubbl/distr/stampa | [Washington, D.C.] : , : U.S. Securities and Exchange Commission, , [2000] |
| Collana | Special study |
| Soggetto topico |
Derivative securities - United States
Options (Finance) - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910691321303321 |
| [Washington, D.C.] : , : U.S. Securities and Exchange Commission, , [2000] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Report concerning display of customer limit orders [[electronic resource] /] / Office of Compliance Inspections and Examinations ; Office of Economic Analysis
| Report concerning display of customer limit orders [[electronic resource] /] / Office of Compliance Inspections and Examinations ; Office of Economic Analysis |
| Pubbl/distr/stampa | [Washington, D.C.] : , : U.S. Securities and Exchange Commission, , [2000] |
| Collana | Special study |
| Soggetto topico |
Options (Finance) - United States
Securities - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910691321103321 |
| [Washington, D.C.] : , : U.S. Securities and Exchange Commission, , [2000] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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