结构性金融产品 第1卷

结构性金融产品 第1卷
作　者： Satyajit Das
出版社： John Wiley & Sons
丛编项：
版权说明： 本书为公共版权或经版权方授权，请支持正版图书
标　签： 暂缺
ISBN 出版时间 包装 开本 页数 字数
未知 暂无 暂无 未知 0 暂无

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 managemen

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

图书目录

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