Table of contents

CONTENTS

Concepts and uses are introduced.

There is a Lehman Brothers employee.

Corporate applications.

There are structured equity products.

Toby Smith is employed by Citibank.

Risk Management and Value Extraction are part of corporate crossholdings.

Girish Reddy and Jim Ziperski work for Goldman.

Equity derivatives can be used to own share schemes.

S.A.M. Lusty is from Switzerland.

Equity derivatives are taxed.

Richard and Viva Hammer are from Price Warterhouse.

Investment and portfolio strategies.

Equity derivatives can be tailored for investment funds.

William Margrabe is the CEO of William Margrabe Group, Inc.

Equity index and index replication are strategies.

Karl Gauvin is with TAL Investment Counsel.

Prudent uses of derivatives in asset management.

Ivan E. Stux works for Morgan Stanley.

Retail products are provided and packaging is provided.

Robert Fleming and Anthony Culligan are related.

Equity derivatives are used for cross-border investment.

Ronald T. Slivka works for Portfolio Advice.

Risk analysis and valuation.

The effect of market structure and transactions costs on pricing and hedging equity options.

Neuhaus and Kusuda work for Nikko Securities.

Martingale Pricing is a do-it-yourself guide.

William Keirstead and Michael P. Ross are both professors at the Haas School of Business.

Equity volatit lites are measured.

Robert G. Tompkins is a consultant.

Portfolio Analysis and Equity Risk.

Christopher Woods works for State Street Global Advisors.

Index