Handbook of corporate equity derivatives and equity capital markets
Equity 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...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex :
Wiley
2011.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628331506719 |
Tabla de Contenidos:
- 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
