 Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
ISBN: 978-0-471-48652-7
Hardcover
390 pages
September 2001
US $145.00
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. |
Instructors may request an evaluation copy for this title.
|
Preface.
The General Framework.
Stocks and Stock Market Indices.
Special Contract Features.
Index-Linked Cash Flows.
Pricing and Hedging.
Improved Efficiency.
Risk Management.
Reducing the Costs of Buying Options.
Equity-Linked Bull Notes.
Raising the Participation Rate.
Market Timing and Non-Bullish Views.
Digital and Coupon Bearing Notes.
Equity-Linked Saving.
Appendix A.
Appendix B.
Appendix C.
Bibliography.
Index.
The General Framework.
Stocks and Stock Market Indices.
Special Contract Features.
Index-Linked Cash Flows.
Pricing and Hedging.
Improved Efficiency.
Risk Management.
Reducing the Costs of Buying Options.
Equity-Linked Bull Notes.
Raising the Participation Rate.
Market Timing and Non-Bullish Views.
Digital and Coupon Bearing Notes.
Equity-Linked Saving.
Appendix A.
Appendix B.
Appendix C.
Bibliography.
Index.
