Structured Products : A Complete Toolkit to Face Changing Financial Markets (Wiley Finance Series.)

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Structured Products : A Complete Toolkit to Face Changing Financial Markets (Wiley Finance Series.)

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  • 製本 Hardcover:ハードカバー版/ページ数 191 p.
  • 言語 ENG
  • 商品コード 9780471486473
  • DDC分類 332.632

基本説明

This book looks in detail at the risks, valuation and key elements of each structured product in turn.

Full Description


Over the past decade there has been a great escalation in the sophistication of the financial markets and technology and as a result many new derivatives products have been developed. Structured Products offers practical details on the main structured products developed over the last ten years. The book looks in detail at the risks, valuation and key elements of each structured product in turn. It explains the basic principles and underlying philosophies behind the concept giving investors a through understanding of each product in a conceptual and practical way.

Table of Contents

  Foreword
General introduction
PART I BASIC ASPECTS OF STRUCTURED PRODUCTS
Structured products
Instrument valuation and risk measurement
PART II EQUITY STRUCTURES
Warrants
Equity deposit
Asian deposit
Straddle with knockout deposit
Digital ranges
Reverse convertible
Ladder bond
Basket bond
Spread bond
Best-of bond
PART III FIXED INCOME STRUCTURES
Floating rate note
Reverse floating rate note
Collared floating rate note
Digital ranges (corridor notes)
Step-up callable
Reset note
Participating swap
Performance swap
Step-up triggered cap
Constant maturity bond
Appendix A: Ten golden rules.
Appendix B: Characters from the buyer's
viewpoint
Bibliography
Index