金融デリバティブ投資：仕組み商品入門 Financial Derivative Investments: An Introduction to Structured Products

Bateson, Richard

Imperial College Press（2011/06発売）

• 製本 Hardcover:ハードカバー版／ページ数 376 p.
• 言語 ENG
• 商品コード 9781848167117
• DDC分類 332.6457

基本説明

Based on a non-specialist graduate lecture course given at University College London (UCL).

Full Description

Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious "CDO2".Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals.

Contents

Introduction to Structured Products; Introduction to Swap Finance; Pricing Equity Options; Equity Structured Products; Basket Equity Products, Pricing Interest Rate Products; Interest Rate Products; Pricing Credit Derivatives; Structured Credit Products; Fund Options and Hybrids.