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- Product code: 14761
- ISBN: 0471486477,
ISBN13: 9780471486473,
202 pages, hardback
Published by John Wiley & Sons on 2002
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Description of Structured Products |
Over the past decade there has been a great escalation in the sophistication of the financial markets and technology and as a result many new derivatives products have been developed. Structured Products offers practical details on the main structured products developed over the last ten years. The book looks in detail at the risks, valuation and key elements of each structured product in turn. It explains the basic principles and underlying philosophies behind the concept giving investors a through understanding of each product in a conceptual and practical way.
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Contents of Structured Products |
1. Basic Aspects of Structured Products
Structured products
Instrument valuation and risk measurement
2. Equity Structures
Warrants
Equity deposit
Asian deposit
Straddle with knockout deposit
Digital ranges
Reverse convertible
Ladder bond
Basket bond
Spread bond
Best-of bond
3. Fixed Income Structures
Floating rate note
Reverse floating rate note
Collared floating rate note
Digital ranges (corridor notes)
Step-up callable
Reset note
Participating swap
Performance swap
Step-up triggered cap
Constant maturity bond
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About Roberto Knop |
ROBERTO KNOP is deputy manager of market risk at Banco Santander Central Hispano where he is responsible for the methodology and quantitative team. He has over ten years experience of derivatives pricing, market risk measurement and also has considerable experience of training others in derivatives pricing and market risk.
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