| 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 |
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An Introduction to Derivative Securities, Financial Markets, and Risk Management / WORLD SCIENTIFIC PUBLISHING COMPANY (2018)
