| Equity Derivatives Research & Reference Financial_services > Investment banking and brokerage > Equity Derivatives Research & Reference |  |
A book from Oliver Brockhaus that highlights the pricing and practical applications of equity derivatives.
Analysis of options on the S&P 500 and the skew in implied volatility. Provided by Goldman Sachs Quantitative Research.
Method of hedging stock options with options, presented by Goldman Sachs Quantitative Research.
Extension of the Black-Scholes model to fit the empirical evidence of a volatility smile in equity index options.
An introduction to swap transactions in general, and interest rate, equity and commodity swaps in particular.
A White Paper by Bruce Collins, PhD, on equity derivatives.
Method of pricing equity index options in a method similar to the Heath-Jarrow-Morton model for interest rates. Provided by Goldman Sachs Quantitative Research.
Analysis of the information provided by equity index options for the underlying index. Provided by Goldman Sachs Quantitative Research.
Description of the characteristics, advantages, and disadvantages of this type of security where redemption is linked to the price of a defined underlying equity.
A description of and a pricing module for equity and quasi-equity structured derivatives, provided by the Internet International Securities Education Corporation.
Lecture notes by Galen Burghart that cover the difference between futures and forwards and outline the pricing and application of equity futures.
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