Structured Products: Exotic Options; Interest Rates and Currency / The Swaps & Financial Derivatives Library - Rilegato

Das, Satyajit

 
9780470821664: Structured Products: Exotic Options; Interest Rates and Currency / The Swaps & Financial Derivatives Library

Sinossi

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. 

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Satyajit Das is an international specialist in the area offinancial derivatives, risk management and capital markets. Since1994, he has been a consultant to financial institutions andcorporations on derivatives and financial products and riskmanagement issues. He presents seminars on financial derivatives/risk management and capital markets in Europe, North America, Asiaand Australia.

Between 1988 and 1994, Das was the Treasurer of the TNT Group,an Australian based international transport and logistics companywith responsibility for the Global Treasury function, includingliquidity management, corporate finance, funding/ capital marketsand financial risk management. Between 1977 and 1987, he worked inbanking with the Commonwealth Bank of Australia, CiticorpInvestment Bank and Merrill Lynch Capital Markets specializing incapital markets and risk management / derivative products.

Das holds Bachelors’ degrees in Commerce (Accounting,Finance and Systems) and Law from the University of New South Walesand a Masters Degree in Business Administration from the AustralianGraduate School of Management.

Dalla quarta di copertina

Structured Products Volume 1 consists of 4 Parts and20 Chapters covering applications of derivatives, thecreation of synthetic assets using derivatives  (such as assetswaps, structured notes and repackaged assets), exotic options,non-generic derivative structures used in interest rates andcurrency markets (including non-generic swaps, basis(floating-to-floating) swaps, swaptions (options on interest rateswaps), callable bonds, CMT products, IAR products, interest rateand currency structured products. 

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 Swap Structures.

14. Basis Swaps.

15. Option on Swaps/Swaptions.

16. Callable Bonds.

18. Index Amortising Products.

19. Interest Rate Linked Notes

20. Currency Linked Notes.

Dal risvolto di copertina interno

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.
 
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 Swap Structures.
 
14. Basis Swaps.
 
15. Option on Swaps/Swaptions.
 
16. Callable Bonds.
 
18. Index Amortising Products.
 
19. Interest Rate Linked Notes
 
20. Currency Linked Notes.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.