结构性金融产品 第1卷/'STRUCTURED PRODUCTS V1
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作者： Satyajit Das 著
出 版 社： John Wiley & Sons
出版时间： 2007-9-1字数：版次： 1页数： 925印刷时间： 2007/09/01开本：印次：纸张： 胶版纸I S B N ： 9780470821664包装： 精装内容简介
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
作者简介
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.
目录
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
