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Auteur Slah BOUGHATTAS |
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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 DERIVEIndex. 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
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