| 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 |
|
