Financial derivative investments : An introduction to structured products.
by
 
Bateson, Richard D.

Title
Financial derivative investments : An introduction to structured products.

Author
Bateson, Richard D.

ISBN
9781848167117

Personal Author
Bateson, Richard D.

Publication Information
London : World Scientific, 2011.

Physical Description
355 s.

Contents
Introduction to Structured Products; Introduction to Swap Finance; Pricing Equity Options; Equity Structured Products; Basket Equity Products, Pricing Interest Rate Products; Interest Rate Products; Pricing Credit Derivatives; Structured Credit Products; Fund Options and Hybrids.

Abstract
Structured products are sold to a wide range of retail, high net worth and institutional investors, with over GBP15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious CDO2A. Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals.

Subject Term
Derivative securities.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025579000332.6457 B329F 20111