Structured Products: Exotic Options; Interest Rates and Currency / The Swaps & Financial Derivatives Library - Couverture rigide

Das, Satyajit

Couverture rigide

ISBN 10 : 0470821663 ISBN 13 : 9780470821664

Editeur : John Wiley & Sons Ltd, 2005

Synopsis

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.

A propos du livre

À propos de l?auteur

Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia. Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products. Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 2005
• Langue: anglais
• ISBN 10: 0470821663
• ISBN 13: 9780470821664
• Reliure: Relié
• Numéro d'édition: 3
• Nombre de pages: 946
• Coordonnées du fabricant: non disponible