 Structured Products: A Complete Toolkit to Face Changing Financial Markets
ISBN: 978-0-471-48647-3
Hardcover
202 pages
March 2002
US $75.00
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Foreword
General introduction
PART I BASIC ASPECTS OF STRUCTURED PRODUCTS
Structured products
Instrument valuation and risk measurement
PART II EQUITY STRUCTURES
Warrants
Equity deposit
Asian deposit
Straddle with knockout deposit
Digital ranges
Reverse convertible
Ladder bond
Basket bond
Spread bond
Best-of bond
PART III FIXED INCOME STRUCTURES
Floating rate note
Reverse floating rate note
Collared floating rate note
Digital ranges (corridor notes)
Step-up callable
Reset note
Participating swap
Performance swap
Step-up triggered cap
Constant maturity bond
Appendix A: Ten golden rules.
Appendix B: Characters from the buyer's viewpoint
Bibliography
Index
General introduction
PART I BASIC ASPECTS OF STRUCTURED PRODUCTS
Structured products
Instrument valuation and risk measurement
PART II EQUITY STRUCTURES
Warrants
Equity deposit
Asian deposit
Straddle with knockout deposit
Digital ranges
Reverse convertible
Ladder bond
Basket bond
Spread bond
Best-of bond
PART III FIXED INCOME STRUCTURES
Floating rate note
Reverse floating rate note
Collared floating rate note
Digital ranges (corridor notes)
Step-up callable
Reset note
Participating swap
Performance swap
Step-up triggered cap
Constant maturity bond
Appendix A: Ten golden rules.
Appendix B: Characters from the buyer's viewpoint
Bibliography
Index
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