Equity Flex Options: The Financial Engineer's Most Versatile Tool

ISBN-13: 9781883249588 / Angielski / Miękka / 1999 / 104 str.

Cfa Frank J. Fabozzi; Gary L. Gastineau; Clifford J. Weber

Opis

Equity Flex Options is a practical guide showing how E-FLEX options can reduce the market impact of the sale or purchase of a large block of stock, repurchase stock for the account of its corporate issuer, and help manage potential risk.

Spis treści

1. Introduction.

2. The Institutional Options Revolution.

3. Applications of Equity FLEX Options.

4. Equity FLEX Options and Corporate Stock Repurchase Programs.

5. The Economics of Synthetic Stock Based on Equity FLEX Options.

6. Equity FLEX Procedures.

Appendix A. Terms Used in Equity FLEX Transactions.

Appendix B. When Will It Be Possible to Customize Call Strike Prices?

Index.

O autorze

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University′s School of Management.