Structured Products Volume 1
Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library)
3rd Edition
Published on 7. October 2005
Book
Hardback
946 pages
978-0-470-82166-4 (ISBN)
Unfortunately, price unknown
Article is exhausted; no reprint
Description
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.
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.
More details
Series
Edition
3. Auflage
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Dimensions
Height: 24 cm
Width: 17.5 cm
Thickness: 5.4 cm
Weight
1516 gr
ISBN-13
978-0-470-82166-4 (9780470821664)
Schweitzer Classification
Person
Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia.
Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.
Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.
Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.
Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.
Content
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.
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.