State of the art in structured products / Slah BOUGHATTAS / 2022

Titre : State of the art in structured products : Fundamentals, Designing, Pricing, and Hedging Type de document : Livre Auteurs : Slah BOUGHATTAS Année de publication : 2022 Importance : 356 p. ISBN/ISSN/EAN : 978-2-9571881-0-9 Langues : Anglais (eng) Mots-clés : Management PRODUIT DERIVE Index. décimale : 121.40 PRODUIT DERIVE Résumé : For the reader, this book answers these questions progressively and extensively based on a selection of equity and interest-rate structured products. To do so, the manual first recalls the fundamentals of derivatives whenever necessary. Subsequently, it shows how the corresponding term sheet and the risk-return profile logically flow from a structured product’s design. Common products, such as capital protected, yield enhancement, and participation products are covered in substantial detail. Advanced topics are dealt with in a user-friendly, comprehensive, and instructional manner. Constant Proportion Portfolio Insurance (CPPI), Monte Carlo simulations, and floating-rate notes as well as callable bonds, swaptions, and hedging processes are treated in fully dedicated and in-depth chapters. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=588746

Exemplaires(1)

Code-barres	Cote	Support	Localisation	Section	Disponibilité
J7143	121.40 BOU	Livre	Library Campus de Rouen	Salle de lecture	Disponible