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Structured Products Volume 1: Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library), 3rd Edition Revised

ISBN: 978-0-470-82166-4
Hardcover
1200 pages
October 2005
List Price: US $184.00
Government Price: US $93.84
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Structured Products Volume 1: Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library), 3rd Edition Revised  (0470821663) cover image
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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.

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