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Description of Financial Engineering with Derivatives

As derivatives and synthetics increase in popularity and familiarity, the number of risk management strategies made possible by these financial instruments will also grow. In order to benefit from these new strategies, it is more important than ever to understand the latest derivatives uses and today's most significant transactions.

Financial Engineering with Derivatives explains this and much more, spotlighting the most interesting new products and strategies, the most creative deals, and the hottest issues that are being discussed in the field. In 10 thought-provoking chapters, some of the industry's heavy-hitters share the latest information on a fascinating range of topics, including exotic options, structured notes, derivatives on foreign equities, mortgage-backed securities, and commodities. These financial experts analyze each innovation in detail, providing a theoretical point of view as well as an applied real-world perspective.

Inside you'll find:
Creative uses of FLEX options
Techniques for increasing returns with structured notes
New applications for currency forwards
Ways to reengineer

Title Information

ISBN:

9781557388544

Pages:

186 pages

Format:

Hardback

Product Code:

3479

Publisher:

Irwin

Published:

30/11/-0001

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Contents of Financial Engineering with Derivatives

1. Recent Developments in Exotic Options and Structured Notes
2. Reengineering Return Expectations with Options-Based Strategies
3. Innovative Structures Using FLEX Options to Create Synthetic Money Market Instruments
4. Creating Basket Options to Manage Currency Risk
5. Rolling Spot and Currency Forwards: Towards a New Foreign Exchange Paradigm
6. Creating Synthetic Interest rate Products in the Brazilian Equity Derivatives Market
7. Trading Market Fundamentals with Commodity Derivatives: the Commodity Price Explosion of 1994
8. Reengineering Engineered Cash Flows
9. Expanding the Traditional Boundaries of the Inverse Floater
10. Updating Risk Management to Control Losses

Index