Finance
Structured Products : Exotic Options; Interest Rates & Currency (The
Swaps & Financial Derivatives Library), Revised
Author:
Das, Satyajit
Isbn 13:
9780470821664
ISBN: 0470821663
Pub Date:
Nov 30, 2005
Publisher:
Wiley
Shipping Weight: 2.93 pounds
Status:
Ships 1-5 days rush ship avail
Quantum Price: $78.75
Quantity in Basket: None
Structured Products: Exotic Options, Interest Rates; Currency consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets (asset swaps, structured notes and repackaged assets), exotic options, non-generic derivatives structures used in interest rates and currency markets (non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency linked structured products.
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