Structured Products Volume 1 Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library)
, by Das, SatyajitNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780470821664 | 0470821663
- Cover: Hardcover
- Copyright: 10/24/2005
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.