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

By Satyajit Das

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.

• Format: Hardcover
• Language: English
• ISBN: 0470821663
• ISBN13: 9780470821664
• Release Date: October 2005
• Publisher: Wiley
• Length: 1200 Pages
• Weight: 2.85 lbs.
• Dimensions: 2.0" x 6.2" x 9.3"