1 option
Financial derivative investments : an introduction to structured products / Richard D. Bateson.
Lippincott Library HG6024 .B384 2011
Available
- Format:
- Book
- Author/Creator:
- Bateson, Richard D.
- Language:
- English
- Subjects (All):
- Derivative securities.
- Physical Description:
- xviii, 355 pages : illustrations ; 24 cm
- Place of Publication:
- London : Imperial College Press ; Hackensack, NJ : Distributed by World Scientific Publishing Co., [2011]
- Summary:
- For investment professionals and advanced finance students, this timely guide to structured financial products presents detailed information on derivative investments and provides a neutral and research based analysis of current complex investment packages. Topics discussed include methods for pricing equity option and interest rate products, credit derivatives, structured credit products, and fund options and hybrids. A series of appendices offers detailed technical information on several key structured financial products and a collection of notes on further reading is provided. Bateson is a professor at University College London. Distributed by World Scientific. Annotation ©2012 Book News, Inc., Portland, OR (booknews.com)
- Contents:
- Introduction
- Introduction to swap finance
- Pricing equity options
- Equity structured products
- Basket equity products
- Pricing interest rate products
- Interest rate products
- Pricing credit derivatives
- Structured credit products
- Fund options and hybrids
- Appendices.
- Notes:
- Includes bibliographical references (pages 347-350) and index.
- ISBN:
- 9781848167117
- 1848167113
- OCLC:
- 679937449
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