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Handbook of Corporate Equity Derivatives and Equity Capital Markets
By: Juan RamirezeBook Publisher: John Wiley & Sons
Imprint: Wiley
Format: ePub Encrypted (DRM)
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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 instruments, showing how they can be applied to a range of equity capital market situations, including hedging, yield enhancement and disposal of strategic stakes, mergers and acquisitions, stock options plan hedging, equity financings, share buybacks and other transactions on treasury shares, bank regulatory capital arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative strategies have been used in real-life situations.
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| Title of Business & Economics eBook: Handbook of Corporate Equity Derivatives and Equity Capital Markets | |
| Release Date: 10-03-2011 | |
| Publisher: Wiley |
This eBook download is available in the following formats:
| Parent title | Handbook of Corporate Equity... |
|---|---|
| Encrypted (DRM) | Yes |
| SKU | 9781119978558 |
| File size | 18859 |
| Security | n/a |
| Printing | Not allowed |
| Copying | Not allowed |
| Read aloud | No Sys requirements Download reader |
| Devices | Samsung Tablet, Apple Ipad & Iphone, Barnes & Noble Nook, Kobo eReader, Aluratek Libre, Iliad, Nokia, Blackberry, Hanlin |
| Note | Excellent navigation features are available via Adobe such as bookmarks and a quick access table of contents. Text search is easily accessible. An Adobe DRM-protected file is different than a pdf file in that it uses Adobe DRM (Digital Rights Management) technology, which authors and publishers use to protect their content from illegal online distribution and to set certain privileges such as restrictions on copying and printing. |
Handbook of Corporate Equity Derivatives and Equity Capital Markets
Chapter One
Main Strategic Equity Derivative Instruments
This chapter provides a good understanding of the equity derivative instruments most widely used by equity derivatives professionals. This is the most complex and technical chapter of this book. It aims to solidify the reader's technical knowledge of these instruments. I have also tried to emphasize the practical aspects of these instruments when applied to strategic equity transactions. I start with a discussion of less complex instruments such as equity forwards and equity swaps. I continue covering stock lending transactions – although not derivative instruments, they nonetheless are a key component of strategic equity transactions. Options are addressed next, starting with the basics and progressing to an explanation of option sensitivities and delta-hedging. Finally, I include more specialized equity derivative products such as dividend swaps, variance swaps and volatility swaps.
1.1 EQUITY FORWARDS
1.1.1 Equity Forwards
Equity forwards allow an investor to take bullish or bearish views on an underlying stock, a basket of stocks or a stock index.
• A physically settled equity forward is an agreement between two counterparties whereby one counterparty – the buyer – agrees to buy from the other counterparty – the seller – a specified number of shares of a specified stock or basket of stocks, at a specified time in the future – the settlement date – at a pre-agreed price – the forward price. This instrument is called a physically
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