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Structured Products Volume 1 Satyajit Das

Structured Products Volume 1 By Satyajit Das

Structured Products Volume 1 by Satyajit Das

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$146.99
Condition - Very Good
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Structured Products Volume 1 Summary

Structured Products Volume 1: Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library) by Satyajit Das

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.

About 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.

Table of Contents

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.

Additional information

GOR006264780
9780470821664
0470821663
Structured Products Volume 1: Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library) by Satyajit Das
Satyajit Das
Wiley Finance
Used - Very Good
Hardback
John Wiley and Sons Ltd
20051007
946
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Structured Products Volume 1