Structured Products - Volume 1 - Exotic Options; Interest Rates & Currency

Satyajit Das - Collection Wiley Finance

930 pages, parution le 10/11/2005 (3^eme édition)

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Résumé

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.

L'auteur - 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 markets in Europe, North America, Asia and Australia. He acts as a consultant to financial institutions and corporations on derivatives and financial products, risk management, and capital markets issues.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, specialising in fund raising in domestic and international capital markets and risk management/ derivative products. In 1987, Das was a Visiting Fellow at the Centre for Studies in Money, Banking and Finance, Macquarie University.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.

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Sommaire

Derivatives Applications
- Applications of Derivative Products
- Applications of Forwards/Futures, Swaps and Options
- New Issues Arbitrage
Synthetic Assets
- Synthetic Assets - Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles
Exotic Options
- Exotic Options
- Packaged Forwards and Options
- Path Dependent Options
- Time Dependent Options
- Limit Dependent Options
- Payoff Modified Options
- Multifactor Options
- Volatility Products
Interest rate & FX structures
- Non-Generic Swaps
- Basis Swaps
- Option on Swaps/Swaptions
- Callable Bonds
- Index Amortising Products
- Interest Rate Linked Notes
- Currency Linked Notes

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Satyajit Das
Collection	Wiley Finance
Parution	10/11/2005
Édition	3^eme édition
Nb. de pages	930
Format	16 x 24
Couverture	Relié
Poids	1300g
Intérieur	Noir et Blanc
EAN13	9780470821664
ISBN13	978-0-470-82166-4