Reviews
Structured Products Vol 3: Exotic Options, Interest Rates and Currency
by Satyajit Das -
Sep 1, 2005
Publisher: John Wiley & Sons
Publish Date: 2005
Edition: 3rd
Format: Hardback
Pages: 1200
ISBN: 0470821663
RRP (UK): £85.00
Global Investor (UK) Price: £72.25 (Buy Now)
Traders' Library (US) Link: Buy Now
Publisher: John Wiley & SonsPublish Date: 2005
Edition: 3rd
Format: Hardback
Pages: 1200
ISBN: 0470821663
RRP (UK): £85.00
Global Investor (UK) Price: £72.25 (Buy Now)
Traders' Library (US) Link: Buy Now
Description
Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Chapter Headings
APPLICATIONS OF DERIVATIVES 35. Applications of Derivative Instruments 36. Applications of Forwards/Futures, Swaps & Options 37. New Issues Arbitrage SYNTHETIC ASSETS 38. Synthetic Assets – Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles. EXOTIC OPTIONS 39. Exotic Options 40. Packaged Forwards & Options 41. Path Dependent Options 42. Time Dependent Options 43. Limit Dependent Options 44. Pay-off Modified Options 45. Multifactor Options 46. Volatility Products INTEREST RATE & FX STRUCTURES 47. Non Generic Swap Structures 48. Basis Swaps 49. Option on Swaps/Swaptions 50. Callable Bonds 51. Constant Maturity Products 52. Index Amortising Products 53. Interest Rate Linked Notes 54. Currency Linked Notes
Satyajit Das
Satyajit Das is an international specialist in the area of financial derivatives and risk management and capital markets. He presents seminars on financial derivatives/risk management and capital...
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