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Structured Products Roberto Knop

Structured Products von Roberto Knop

Structured Products Roberto Knop


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Zusammenfassung

This text takes a practical approach to the principal structured products which have been appearing in financial markets. It provides answers to questions which could arise in investment dealings and advice as to how to maximize the potential for profitability.

Structured Products Zusammenfassung

Structured Products: A Complete Toolkit to Face Changing Financial Markets Roberto Knop

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

Structured Products offers practical details on the mainstructured products developed over the last ten years. The booklooks in detail at the risks, valuation and key elements of eachstructured product in turn. It explains the basic principles andunderlying philosophies behind the concept giving investors athrough understanding of each product in a conceptual and practicalway.

Über Roberto Knop

ROBERTO KNOP is deputy manager of market risk at Banco Santander Central Hispano where he is responsible for the methodology and quantitative team. He has over ten years experience of derivatives pricing, market risk measurement and also has considerable experience of training others in derivatives pricing and market risk.

Inhaltsverzeichnis

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

Zusätzliche Informationen

GOR007807952
9780471486473
0471486477
Structured Products: A Complete Toolkit to Face Changing Financial Markets Roberto Knop
Gebraucht - Sehr Gut
Gebundene Ausgabe
John Wiley & Sons Inc
2002-01-04
208
N/A
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