Equity derivatives. Corporate and institutional applications

DOI10.1057/978-0-230-39107-9MaRDI QIDQ4557183zbMATH OpenOpenAlexFDO

Authors Neil C. Schofield

Publication date 29 November 2018

Full work available at URL https://doi.org/10.1057/978-0-230-39107-9

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(3)

• On equi-derivatives
• Static replication of European standard dispersion options
• Spanning multi-asset payoffs with ReLUs

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