Demystifying exotic products : interest rates, equities and foreign exchange / Chia Chiang Tan.

Format:

Book

Author/Creator:

Tan, Chia Chiang.

Series:

Wiley finance series.

The Wiley Finance Series

Language:

English

Subjects (All):

Exotic options (Finance).

Futures.

Physical Description:

1 online resource (274 p.)

Edition:

1st ed.

Place of Publication:

Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.

Language Note:

English

Summary:

In recent times, derivatives have been inaccurately labelled the financial weapons of mass destruction responsible for the worst financial crisis in recent history. Inherently complex and perilous for the ill-informed investment professional they can however also be gainfully harnessed. This book is a practical guide to the complexities of exotic products written in simple terms based on the premise that derivatives are not homogenous, and not necessarily dangerous. By exploring common themes behind the construction of various structured products in interest rates, equities and forei

Contents:

Demystifying Exotic Products; Contents; Foreword; Preface; Acknowledgements; Notes; 1 Derivatives in their Golden Days (1994 to 2007); 2 Themes in Constructing Exotic Products; 3 Basics of Derivatives; 4 Barriers; 5 Quantoes; 6 Swaps, Constant Maturity Swaps and Spreads; 7 Range Accruals; 8 Early Termination; 9 Pathwise Accumulators; 10 Power Reverse Dual Currencies; 11 Baskets and Hybrids; 12 Some Exotic Equity Products; 13 Volatility and Correlation Products; 14 Fund Derivatives; 15 The Products Post-2008; Some Final Thoughts; Glossary; Appendices; Bibliography; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on metadata supplied by the publisher and other sources.

ISBN:

9786612684432

9781119206637

1119206634

9780470687888

0470687886

9781282684430

1282684434

9780470686898

0470686898

OCLC:

593239779