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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 Bargain: save £11.25 ! Product code: 22506 ISBN: 0470821663 1200 pages Format: Hb Published by: John Wiley & Sons, 2005, 3rd edition There are no reviews available for this book 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.