Derivatives and Equity Portfolio Management
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- Wiley
More About This Title Derivatives and Equity Portfolio Management
- English
English
Bruce M. Collins is an Associate Professor of Finance at Western Connecticut State University. Dr. Collins has held positions such as Vice President and the head of equity derivatives products research at Lehman Brothers and the First Boston Corporation. More recently, he has served as a financial consultant on the markets and asset performance has. Dr. Collins has also written extensively on equity investment strategies and equity derivatives. His articles have appeared in The Financial Analysts Journal. Dr. Collins earned a PhD in Financial Economics from Fordham University.
Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.
Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.
- English
English
About the Authors.
1. Introduction.
2. Listed Equity Options and Futures.
3. Using Listed Options in Equity Portfolio Management.
4. The Basics of Option Pricing.
5. Pricing Stock Index Futures.
6. Arbitrage Trades with Stock Index Futures.
7. Basic and Spread Trading with Stock Index Futures.
8. Hedging with Stock Index Futures.
9. Asset Allocation with Stock Index Futures.
10. OTC Equity Derivatives.
11. Applications of Equity Derivatives to Portfolio Management.
12. Pricing Issues with OTC Options.
Index.
1. Introduction.
2. Listed Equity Options and Futures.
3. Using Listed Options in Equity Portfolio Management.
4. The Basics of Option Pricing.
5. Pricing Stock Index Futures.
6. Arbitrage Trades with Stock Index Futures.
7. Basic and Spread Trading with Stock Index Futures.
8. Hedging with Stock Index Futures.
9. Asset Allocation with Stock Index Futures.
10. OTC Equity Derivatives.
11. Applications of Equity Derivatives to Portfolio Management.
12. Pricing Issues with OTC Options.
Index.