Structured Products: A Complete Toolkit to Face Changing Financial Markets

ISBN: 978-0-471-48647-3

Hardcover

208 pages

February 2002

List Price:	US $136.00
Government Price:	US $87.04
Enter Quantity: Buy

Structured Products: A Complete Toolkit to Face Changing Financial Markets (0471486477) cover image

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Description
Table of Contents
Author Information

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