Titlebook: Equity Derivatives; Corporate and Instit Neil C Schofield Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 Delta One Products

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Volatility and Correlation,Implied volatility is central to both the valuation and trading of options as it is the only uncertain variable in the BSM model. Over the last decade there has also been growing interest in equity market correlation, and this chapter covers some of the key characteristics relating to both of these concepts.

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Correlation-Dependent Exotic Options,Although financial markets have toyed with the concept of correlation for almost three decades, it is perhaps only in the last 10–15 years that it has become more ‘mainstream’.

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Investor Applications of Equity Options,This chapter focuses on investor applications of equity options and covers five themes:

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Trading Correlation,The initial coverage of covariance and correlation in Chap. 6 was designed to help readers successfully navigate the option materials that followed. However, the trading of covariance and correlation warrants a separate topic in itself.

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