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Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised, Satyajit Das



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Автор: Satyajit Das
Название:  Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised   (Дас Сатьят: Структурные продукты. Процентные ставки и валюты (Свопы и деривативы))
Издательство: Wiley
Классификация:
Финансы

ISBN: 0470821663
ISBN-13(EAN): 9780470821664
ISBN: 0-470-82166-3
ISBN-13(EAN): 978-0-470-82166-4
Обложка/Формат: Hardback
Страницы: 1200
Вес: 1.3 кг.
Дата издания: 07.10.2005
Серия: Swaps & financial derivatives library
Язык: ENG
Издание: 3 rev ed
Иллюстрации: Illustrations,
Размер: 23.62 x 15.65 x 5.05 cm
Читательская аудитория: Professional & vocational
Подзаголовок: Exotic options, interest rates and currency
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (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.
Дополнительное описание: Кол-во стр.: 1200
Дата издания: 2005





Credit Derivatives: CDOs and Structured Credit Products, 3rd Edition

Автор: Satyajit Das
Название: Credit Derivatives: CDOs and Structured Credit Products, 3rd Edition
ISBN: 0470821590 ISBN-13(EAN): 9780470821596
Издательство: Wiley
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Цена: 8047 р. 11495.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: This is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous edions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format. All chapters have been written by the author. The First Edition of "Credit Derivatives" was published in 1998. It was designed to meet the growing interest in complex instruments. An updated Second Edition was released in 2000. "Credit Derivatives, CDO's and Structured Credit Products, 3rd Edition" offers comprehensive information on credit derivative products (both standard and structured), documentation issues, pricing/valuation approaches, applications and the market. The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures. This book features include: detailed discussion of the collateralised debt obligations ("CDO") market including: CDO structures; pricing and valuation; rating methodology; CDO variations (including SME CDO's, structured finance/ ABS CDO's, collateralised fund obligations ("CFO's"); single tranche CDO's; hedging of CDO tranches (including credit deltas and other Greeks and default correlation risk); behavior of CDO tranche (equity, mezzanine, senior and super senior) investments; increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior. It also features: coverage of E2C (equity to credit) hedging; detailed examples of applications of credit derivatives by different market participants; discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades; updated coverage of regulatory framework for credit derivatives; and an updated discussion of market structures, developments and prospects.

Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised

Автор: Satyajit Das
Название: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821647 ISBN-13(EAN): 9780470821640
Издательство: Wiley
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Цена: 11495 р.
Наличие на складе: Есть (1 шт.)
Описание: Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futur and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

Pricing and Hedging Financial Derivatives and Structured Pro

Автор: Haydon John
Название: Pricing and Hedging Financial Derivatives and Structured Pro
ISBN: 1119953715 ISBN-13(EAN): 9781119953715
Издательство: Wiley
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Цена: 6270 р.
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Описание: The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don`t really understand the products they`re dealing with.

Structured Products and Related Credit Derivatives : A Comprehensive Guide for Investors

Автор: Lancaster
Название: Structured Products and Related Credit Derivatives : A Comprehensive Guide for Investors
ISBN: 0470129859 ISBN-13(EAN): 9780470129852
Издательство: Wiley
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Цена: 7838 р.
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Описание: Takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this resource can help you identify the opportunities and mitigate the risks in this complex financial market.

The Handbook of European Structured Financial Products

Автор: Frank J. Fabozzi
Название: The Handbook of European Structured Financial Products
ISBN: 0471484156 ISBN-13(EAN): 9780471484158
Издательство: Wiley
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Цена: 11495 р.
Наличие на складе: Поставка под заказ.

Описание: Securitisation has been one of the most exciting developments in fixed-income markets, perfectly illustrating the dynamic and flexible nature of the market itself. The application of securitisation techniques has given rise to "structured finance" securities, which now encompass a wide class of products, each of which deserves separate treatment in its own right. The Handbook of European Structured Financial Products is the first comprehensive guide to this ever-expanding market. The detailed information contained within these pages is aimed at practitioners including bankers, insurers, and investors that have an interest in the structured finance of the European debt market. Comprising six information-packed sections, The Handbook of European Structured Financial Products introduces you to many of these products and the concept of securitisation while providing practical information and in-depth insight on: ABS and the various assets classes that have been originated as ABS credit card ABS, consumer loan ABS, auto loan ABS, and much more Whole business securitisation Residential and commercial MBS Cash and synthetic CDOs Structured credit products in the form of credit-linked notes and repackaged transactions

Corporate Bonds and Structured Financial Products,

Автор: Moorad Choudhry
Название: Corporate Bonds and Structured Financial Products,
ISBN: 0750662611 ISBN-13(EAN): 9780750662611
Издательство: Elsevier Science
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Цена: 7101 р.
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Описание: Presents an account of the instruments that are used in the corporate bond markets, from `plain vanilla` bonds to hybrid instruments and structured products. This book covers topics such as: bond basics, the yield curve, callable bonds, convertible bonds, Eurobonds, warrants, commercial paper, corporate bonds credit analysis, and securitisation.

FX Options and Structured Products 2e

Автор: Wystup
Название: FX Options and Structured Products 2e
ISBN: 1118471067 ISBN-13(EAN): 9781118471067
Издательство: Wiley
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Цена: 7315 р.
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Описание: Advanced Guidance to Excelling in the FX Market Once you have a textbook understanding of money market and foreign exchange products, turn to FX Options and Structured Products, Second Edition, for the beyond-vanilla options strategies and traded deals proven superior in today s post-credit crisis trading environment.

Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised

Автор: Satyajit Das
Название: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821655 ISBN-13(EAN): 9780470821657
Издательство: Wiley
Рейтинг:
Цена: 11495 р.
Наличие на складе: Поставка под заказ.

Описание: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).

Interest Rate Swaps and Other Derivatives

Автор: Corb Howard
Название: Interest Rate Swaps and Other Derivatives
ISBN: 0231159641 ISBN-13(EAN): 9780231159647
Издательство: Wiley
Рейтинг:
Цена: 5643 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Interest rate swaps and their derivatives

Автор: Sadr, Amir
Название: Interest rate swaps and their derivatives
ISBN: 0470443944 ISBN-13(EAN): 9780470443941
Издательство: Wiley
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Цена: 7315 р.
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Описание: Focuses on the evolution of interest rate swaps and derivatives. This book intends to bridge the gap between the theory of these instruments and their actual use in day-to-day life. It covers the main `rates` products, including swaps, options, CMS products, and Bermudan callables. It uses simple settings and illustrations to reveal key results.

Interest-Rate Derivatives: Volume 1: Swaps

Автор: Fedrick
Название: Interest-Rate Derivatives: Volume 1: Swaps
ISBN: 111999070X ISBN-13(EAN): 9781119990703
Издательство: Wiley
Рейтинг:
Цена: 6270 р.
Наличие на складе: Поставка под заказ.

Описание: A comprehensive, technically rigorous guide to interest-rate derivatives from a trading floor perspective This book provides extensive coverage of bonds and money markets; yield curves; interest-rate and cross-currency swaps; swaps risk-management; breakdowns of classical swaps pricing in the credit crunch; and modern multi-curve calibration methodologies. It closes with a section on counterparty credity risk for swaps, an issue that has come to the forefront of market practice in the aftermatch of the financial crisis. Written by a practitioner for practitioners, Interest-Rate Derivatives, Volume 1 is the ideal reference for derivatives practitioners everywhere.

Structured Products: A Complete Toolkit to Face Changing Financial Markets

Автор: Roberto Knop
Название: Structured Products: A Complete Toolkit to Face Changing Financial Markets
ISBN: 0471486477 ISBN-13(EAN): 9780471486473
Издательство: Wiley
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Цена: 8360 р.
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Описание: 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.


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