Derivatives and equity portfolio management / Bruce M. Collins, Frank J. Fabozzi.
| Author/creator | Collins, Bruce M. |
| Other author | Fabozzi, Frank J. |
| Format | Book |
| Publication Info | New Hope, Pa. : Frank J. Fabozzi Associates, ©1999. |
| Description | iv, 226 pages : illustrations ; 24 cm |
| Subjects |
| Contents | 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. Basis 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. |
| Bibliography note | Includes bibliographical references and index. |
| ISBN | 1883249600 |