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Full Description
A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.
Contents
1. Fundamentals 2. Inside the World of Equity Derivatives 3. Forwards, Futures and Swaps 4. Pricing Vanilla Options 5. Risk Management Tools 6. Strategies Built around Vanillas 7. Yield Enhancement Solutions



