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Inhaltsangabe
Everything you need to get a grip on the complex world of derivatives
Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more.
- An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice
- Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products
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Über die Autorin bzw. den Autor
SÉBASTIEN BOSSU is currently Principal at Ogee Consulting, a startup company based in New York doing cutting-edge research on derivatives, investment management and software development. A former director of Equity Derivatives Structuring for an investment bank in London, he also worked at J.P. Morgan as an exotics structurer. He is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie.
PHILIPPE HENROTTE is Head of Financial Theory and Research at ITO 33, a company which designs sophisticated derivatives pricing software for hedge funds and financial institutions; and an Affiliate Professor of Finance at HEC Paris. An expert in asset pricing and derivatives hedging, he earned his PhD from Stanford University after graduating from Ecole Polytechnique de Paris.
Von der hinteren Coverseite
An Introduction to Equity Derivatives is the updated and expanded second edition of the popular Finance and Derivatives: Theory and Practice. Designed for new practitioners, investors and students, the content covers all of the fundamentals of quantitative finance clearly and concisely.
Each chapter of the book includes numerous illustrations and exercises accompanied by the relevant financial theory, covering key topics such as present value, arbitrage pricing, portfolio theory, derivatives pricing, delta-hedging and the Black-Scholes model. Each topic is introduced to the reader in a succinct and consistent style that makes the complex subject matter accessible for those who have no financial background.
This revised and extended edition includes a new foreword written by Professor Emanuel Derman, one of the most acclaimed research scientists in the field of quantitative finance, as well as two new chapters covering cutting-edge concepts, volatility trading and exotic products. The existing chapters have been reworked to include even more accessible content as well as additional examples and illustrations.
The chapters form a sequence of gradual difficulty, separated into three sections. Part one, Building Blocks, covers the fundamental concepts used in quantitative finance, interest rates, the time value of money, bonds and yields, portfolio valuation, risk and return and diversification. Part two, First Steps in Equity Derivatives relies on discrete time concepts and covers forward contracts, options and option strategies, the binomial model, the lognormal model, Monte-Carlo simulations and dynamic hedging. Finally, part three, Advanced Models and Techniques, goes one level higher into continuous time finance and covers models for asset prices, stochastic processes and calculus, the Black-Scholes model, volatility trading, exotic derivatives and advanced models.
Written by the internationally respected author team of Sébastien Bossu and Philippe Henrotte, An Introduction to Equity Derivatives is an excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice.
Aus dem Klappentext
“Sébastien Bossu has combined his practical experience in derivatives markets with his pedagogic skills to write a clear and comprehensive introduction to modern equity options valuation that is valuable and accessible. I highly recommend it.”
—Emanuel Derman, Professor at Columbia University and Head of Risk, Prisma Capital Partners
“An Introduction to Equity Derivatives – Theory and Practice 2nd Edition teaches all the fundamentals of quantitative finance clearly and concisely without going into unnecessary technicalities. You'll pick up the most important theoretical concepts, tools and vocabulary without getting bogged down in arcane derivations or enigmatic theoretical considerations.”
— Paul Wilmott, Founder, CQF
“An Introduction to Equity Derivatives is a practical, clear and comprehensive presentation of complex securities by two respected experts. An excellent explanation of the basics is combined with an introduction to complex derivatives including quanto options, exotic derivatives, and next generations of the Black-Scholes model. Each chapter ends with problems and solutions to facilitate an in-depth understanding of the topics. As we learned during the financial crisis, understanding derivatives is essential for financial mathematicians, risk managers and investors.”
— Kay Torshen, CEO and Founder, Torshen Capital Management LLC
“An excellent text written by two experts in the field. Practitioners and students should find it valuable as a self-contained book on the topic of equity derivatives pricing.”
— Francois Brochet, Assistant Professor, Harvard Business School
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