Structured Products Vol 3: Exotic Options, Interest Rates and Currency

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Structured Products Vol 3: Exotic Options, Interest Rates and Currency

By: Satyajit Das

Normal price: 75
Our price: 63.75 + postage
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Product code: 22506
ISBN: 0470821663
1200 pages
Format: Hb
Published by: John Wiley & Sons, 2005, 3rd edition
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Structured Products Vol 3: Exotic Options, Interest Rates and Currency - front page cover image
 
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Description of Structured Products Vol 3: Exotic Options, Interest Rates and Currency
Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

Structured Products Vol 3: Exotic Options, Interest Rates and Currency - Chapter headings
APPLICATIONS OF DERIVATIVES

35. Applications of Derivative Instruments

36. Applications of Forwards/Futures, Swaps & Options

37. New Issues Arbitrage

SYNTHETIC ASSETS

38. Synthetic Assets – Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles.

EXOTIC OPTIONS

39. Exotic Options

40. Packaged Forwards & Options

41. Path Dependent Options

42. Time Dependent Options

43. Limit Dependent Options

44. Pay-off Modified Options

45. Multifactor Options

46. Volatility Products

INTEREST RATE & FX STRUCTURES

47. Non Generic Swap Structures

48. Basis Swaps

49. Option on Swaps/Swaptions

50. Callable Bonds

51. Constant Maturity Products

52. Index Amortising Products

53. Interest Rate Linked Notes

54. Currency Linked Notes

Authobiography of Satyajit Das
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.

Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.

Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.