Summary and Info
Everything you need to get a grip on the complex world of derivativesWritten 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 practiceCompletely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit www.introeqd.com for details.Content: Chapter 1 Interest Rate (pages 1–10): Chapter 2 Classical Investment Rules (pages 11–17): Chapter 3 Fixed Income (pages 19–34): Chapter 4 Portfolio Theory (pages 35–46): Chapter 5 Equity Derivatives (pages 47–64): Chapter 6 The Binomial Model (pages 65–73): Chapter 7 The Lognormal Model (pages 75–82): Chapter 8 Dynamic Hedging (pages 83–92): Chapter 9 Models for Asset Prices in Continuous Time (pages 93–107): Chapter 10 The Black?Scholes Model (pages 109–116): Chapter 11 Volatility Trading (pages 117–125): Chapter 12 Exotic Derivatives (pages 127–141):
More About the Author
Sébastien Bosquet (born 24 February 1979 in Dunkerque) is a French team handball player. He played on the France national handball team which won gold medals at the 2009 World Men's Handball Championship in Croatia.
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