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portada Delta-One Trading
Type
Physical Book
Publisher
Author
Language
English
Pages
316
Format
Paperback
ISBN13
9798896655152

Delta-One Trading

Marcus T. Whitfield (Author) · NobleTrex Press · Paperback

Delta-One Trading - Marcus T. Whitfield

New Book Imported to South Africa
Delivery: 04 Nov - 12 Nov Shipping: 6 to 7 business days.
R 594
R 594

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Synopsis "Delta-One Trading"

In modern equity markets, some of the most important risks and opportunities lie not in options convexity but in the deceptively simple world of linear exposure. This book is written for equity derivatives traders, delta-one and equity finance professionals, structurers, prime brokerage teams, and advanced buy-side practitioners who need a practical command of total return swaps, equity swaps, futures, ETFs, and synthetic positions as they are actually priced, hedged, and managed on a live desk.The book takes the reader from the economic foundations of carry, funding, dividends, borrow, and spot-forward parity into the contractual mechanics of forwards, futures, and TRS. It then develops synthetic long and short construction, basis trading, desk-level TRS pricing, dividend forecasting, specials and stock-loan effects, valuation adjustments, and P&L attribution. Beyond pricing, it covers ETF creation and redemption arbitrage, risk measurement, dividend risk management, liquidity and margin stress, hedge implementation, and the operational controls required to run a resilient delta-one book.What distinguishes this guide is its practitioner focus: it is organized around workflows, economics, and control frameworks rather than abstract theory alone. Readers should be comfortable with core market terminology, basic derivatives valuation, and fixed-income style discounting, but the treatment is self-contained and structured to build from first principles to institutional application.

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The book is written in English.

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The binding of this edition is Paperback.

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