Financial Derivative Investments: An Introduction To Structured Products
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A01=Richard Bateson
Accrual Note
Altiplano
Asset Swap
Author_Richard Bateson
Binomial tree
Black Scholes Model
Callable
Cap
Capital Guarantee
Capital Protected
Category=KFFM
CDO
CDO of ABS
CDO-Squared
CDS
Cliquet
CLO
CPPI
Credit Default Swap
Credit Derivative
Credit Linked Note
Credit Spread
Derivative
Derivatives Technology
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equity Basket
Equity Correlation
Equity Derivative
Everest
Exotics
First-to-Default Basket
Floor
Fund Linked
Hull White model
Hybrid
Interest Rate Derivative
Interest Rate Swap
Investment
Issuer
Monte Carlo
Normal Copula Model
Principal Protected
Range Note
Reduced Form Model
Reverse Convertible
SPC
Special Purpose Vehicle
SPV
Structured Product
Swaption
Term-Sheet
Trinomial Tree
Worst-of
Yield Curve Model
Product details
- ISBN 9781848167117
- Publication Date: 07 Jun 2011
- Publisher: Imperial College Press
- Publication City/Country: GB
- Product Form: Hardback
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Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious “CDO2”.Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals.
