Equity derivative information

In finance, an equity derivative is a class of derivatives whose value is at least partly derived from one or more underlying equity securities. Options...

A home equity loan is a type of loan in which the borrowers use the equity of their home as collateral. The loan amount is determined by the value of...

of Chicago Exotic Derivatives Archived 2012-12-26 at the Wayback Machine, Prof. Jim Gatheral, Baruch College Exotic Equity Derivatives Manual, Salomon Smith...

private equity, investment, advisory and financing company. In July 2014, it was announced that Simon Yates, Citigroup's global head of equity derivative sales...

An equity swap is a financial derivative contract (a swap) where a set of future cash flows are agreed to be exchanged between two counterparties at set...

calculation of their "Greeks" Other derivatives, especially interest rate derivatives, credit derivatives and exotic derivatives Modeling the term structure of...

deliver in the form of currency (forex); debt (bonds, loans); equity (shares); or derivatives (options, futures, forwards). International Accounting Standards...

the derivative's value with respect to the underlier's price.[citation needed] Delta one trading desks are either part of the equity finance or equity derivatives...

valuation for discussion, and for the math, Bond valuation. The most common derivative on corporate bonds are called credit default swaps (CDS) which are contracts...

markets, "producers" of interest rate swaps or equity derivative products will use financial futures or equity index futures to reduce or remove the risk...

The equity premium puzzle refers to the inability of an important class of economic models to explain the average equity risk premium (ERP) provided by...

Credit derivative Equity-linked note (ELN) Equity derivative Foreign exchange derivative Fund derivative Fund of funds Interest rate derivative Mortgage-backed...

volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring...

interest-rate derivatives for example. Time-invariant local volatilities are supposedly inconsistent with the dynamics of the equity index implied volatility...

of the notional amount outstanding of interest rate, credit, and equity derivatives, until 2010. The ISDA Margin Survey is also conducted annually to...

United States clearing house based in Chicago. It specializes in equity derivatives clearing, providing central counterparty (CCP) clearing and settlement...

clearing house for all shares, structured products, warrants and ASX Equity Derivatives. ASX Group is a market operator, clearing house and payments system...

making and engaging in proprietary trading in equities, equity-related products, equity derivatives, and structured products) and FX, Rates and Credit (FRC)...

was designed to centrally price and manage risk on a portfolio of equity derivatives traded in multiple locations around the country. In 1985, Peterffy...

banking services in debt and equity capital markets, M&A, equity and equity derivatives, fixed income, FX and FX derivatives, commodities products, prime...

JSTOR 2352967. Aswath Damodaran. "Applications of option pricing theory to equity valuation". Daryl G. Waldron. "Valuing Alternative Market Entry Strategies...

between equity and efficiency. Equity can be divided into two main groups: horizontal equity and vertical equity. Vertical equity Vertical equity is a method...

hybrid, asset-backed, credit-linked and derivative products that are offered in capital markets. In an equity capital market (ECM) financial institutions...

to rise. Accumulator Credit derivative Derivative (finance) Exotic derivatives Structured finance Structured note Equity-linked note Floating rate note...

and revolving credits, and OTC foreign exchange, interest rate and equity derivative contracts. Under A-IRB, the bank itself determines how the appropriate...

American history. After school, he joined Goldman Sachs as a trader in Equity Derivatives. In 1993, he moved to Tokyo to become head of Volatility Trading and...

division for trading of equity derivatives and an agricultural markets division (AMD) for trading of agricultural derivatives. Safex was formed in 1990...