Reviews

Home  >  Forex  >  Books  >  Structured Products Vol 3: Exotic Options, Interest Rates and Currency

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

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

Sorry, you are not allowed to add comments. Please login or register first.




Copyright © 2001-2008 Trade2Win Ltd.