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

by Satyajit Das

2021-05-27 06:35:12

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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... Read more
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.  Less

Book Details

ISBN9780470821664
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Satyajit Das
Author
Satyajit Das is a globally respected former banker and consultant with over forty years’ experience in financial markets. In 2014, Bloomberg nominated him as one of the fifty most influential financ...

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