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Structured Products: A Complete Toolkit to Face Changing Financial Markets

Structured Products: A Complete Toolkit to Face Changing Financial Markets

Roberto Knop

ISBN: 978-0-471-48647-3

Feb 2002

202 pages

Select type: Hardcover

In Stock

$136.00

Description

Over the past decade there has been a great escalation in the sophistication of the
financial markets and technology and as a result many new derivatives products have
been developed.

Structured Products offers practical details on the main structured products developed over the last ten years. The book looks in detail at the risks, valuation and key elements of each structured product in turn. It explains the basic principles and underlying philosophies behind the concept giving investors a through understanding of each product in a conceptual and practical way.
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