| ||
|
| Structured Products Workbook A description of and a pricing module for equity and quasi-equity structured derivatives, provided by the Internet International Securities Education Corporation. | |
| Static Options Replication Method of hedging stock options with options, presented by Goldman Sachs Quantitative Research. | ||
| Introduction to Swaps An introduction to swap transactions in general, and interest rate, equity and commodity swaps in particular. | ||
| Regimes of Volatility Analysis of options on the S&P 500 and the skew in implied volatility. Provided by Goldman Sachs Quantitative Research. | ||
| Futures-Forward Differences and Equity Futures Lecture notes by Galen Burghart that cover the difference between futures and forwards and outline the pricing and application of equity futures. | ||
| Discount Purchase Agreement Description of the characteristics, advantages, and disadvantages of this type of security where redemption is linked to the price of a defined underlying equity. | ||
| Unlocking the Information in Index Options Prices Analysis of the information provided by equity index options for the underlying index. Provided by Goldman Sachs Quantitative Research. | ||
| The Volatility Smile and Its Implied Tree Extension of the Black-Scholes model to fit the empirical evidence of a volatility smile in equity index options. | ||
| Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility 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. | ||
| The Whence, How and Why of OTC Equity Derivatives A White Paper by Bruce Collins, PhD, on equity derivatives. | ||
| Modeling and Hedging Equity Derivatives A book from Oliver Brockhaus that highlights the pricing and practical applications of equity derivatives. | ||
| ||