Structured Products Volume 1 Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library)

by Das, Satyajit

• ISBN13: 9780470821664
• ISBN10: 0470821663
• Edition: 1st
• Format: Hardcover
• Copyright: 2005-10-24
• Publisher: WILEY

Summary

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.

Author Biography

Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia.

Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.

Das holds Bachelors’ degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.

Table of Contents

APPLICATIONS OF DERIVATIVES

35. Applications of Derivative Instruments

36. Applications of Forwards/Futures, Swaps & Options

37. New Issues Arbitrage

SYNTHETIC ASSETS

38. Synthetic Assets – Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles.

EXOTIC OPTIONS

39. Exotic Options

40. Packaged Forwards & Options

41. Path Dependent Options

42. Time Dependent Options

43. Limit Dependent Options

44. Pay-off Modified Options

45. Multifactor Options

46. Volatility Products

INTEREST RATE & FX STRUCTURES

47. Non Generic Swap Structures

48. Basis Swaps

49. Option on Swaps/Swaptions

50. Callable Bonds

51. Constant Maturity Products

52. Index Amortising Products

53. Interest Rate Linked Notes 54. Currency Linked Notes