Structured Products Volume 1
Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library)
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Beschreibung
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.
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.
Autor*in
Satyajit Das
Themen in »Structured Products Volume 1«
Finance & Investments Finance & Investments Special Topics Financial Engineering Finanz- u. Anlagewesen Finanztechnik Spezialthemen Finanz- u. Anlagewesen