Limit search to available items
Book Cover
Book
Author Knop, Roberto.

Title Structured products : a complete toolkit to face changing financial markets / Roberto Knop
Published West Sussex, England ; New York : John Wiley, [2002]
©2002

Copies

Location Call no. Vol. Availability
 MELB  332.632 Kno/Spa  AVAILABLE
Description x, 191 pages : illustrations ; 24 cm
Series Wiley finance
Wiley finance series.
Contents Pt. I. Basic Aspects of Structured Products -- 1. Structured products -- 2. Instrument valuation and risk measurement -- Pt. II. Equity Structures -- 3. Warrants -- 4. Equity deposit -- 5. Asian deposit -- 6. Straddle with knockout deposit -- 7. Digital ranges -- 8. Reverse convertible -- 9. Ladder bond -- 10. Basket bond -- 11. Spread bond -- 12. Best-of bond -- Pt. III. Fixed Income Structures -- 13. Floating rate note -- 14. Reverse floating rate note -- 15. Collared floating rate note -- 16. Digital ranges (corridor notes) -- 17. Step-up callable -- 18. Reset note -- 19. Participating swap -- 20. Performance swap -- 21. Step-up triggered cap -- 22. Constant maturity bond -- App. A. Ten golden rules -- App. B. Characteristics from the buyer's viewpoint
Summary "This book explains in a practical manner for institutional investors the main structured products that have been developed over the past decade. This is achieved by studying in detail the risks, valuation and key elements of each structured product in turn. The basic principles and underlying philosophy behind the concept are explained in order to give investors a thorough understanding of each product."--BOOK JACKET
Notes Series statement on jacket
Bibliography Includes bibliographical references (pages [183]-185) and index
Subject Structured notes (Securities)
Derivative securities.
Author Escuela de Finanzas Aplicadas (Madrid, Spain)
LC no. 2001046742
ISBN 0471486477