Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library)(Volume I contains 4 parts), 3rd Edition, Revised / Edition 1

Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library)(Volume I contains 4 parts), 3rd Edition, Revised / Edition 1

by Satyajit Das
     
 

ISBN-10: 0470821663

ISBN-13: 9780470821664

Pub. Date: 08/26/2005

Publisher: Wiley

Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivatives  (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps,

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Overview

Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivatives  (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products. 

Product Details

ISBN-13:
9780470821664
Publisher:
Wiley
Publication date:
08/26/2005
Series:
Wiley Finance Series, #354
Edition description:
3rd Edition Revised
Pages:
1200
Product dimensions:
6.34(w) x 9.04(h) x 2.07(d)

Table of Contents

Introduction.

DERIVATIVES APPLICATIONS.

1. Applications of Derivative Products.

2. Applications of Forwards/Futures, Swaps and Options.

3. New Issues Arbitrage.

SYNTHETIC ASSETS.

4. Synthetic Assets – Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles.

EXOTIC OPTIONS.

5. Exotic Options.

6. Packaged Forwards and Options.

7. Path Dependent Options.

8. Time Dependent Options.

9. Limit Dependent Options.

10. Payoff Modified Options.

11. Multifactor Options.

12. Volatility Products.

INTEREST RATE & FX STRUCTURES.

13. Non-Generic Swaps.

14. Basis Swaps.

15. Option on Swaps/Swaptions.

16. Callable Bonds.

18. Index Amortising Products.

19. Interest Rate Linked Notes.

20. Currency Linked Notes.

Index.

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