1.

Record Nr.

UNINA9910816339303321

Autore

Tan Chia Chiang

Titolo

Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan

Pubbl/distr/stampa

Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010

ISBN

1-119-20663-4

0-470-68788-6

1-282-68443-4

9786612684432

0-470-68689-8

Descrizione fisica

1 online resource (274 p.)

Collana

The Wiley Finance Series

Disciplina

332.45

332.6

332.63228

332.6453

Soggetti

Exotic options (Finance)

Futures

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Demystifying Exotic Products; Contents; Foreword; Preface; Acknowledgements; Notes; 1 Derivatives in their Golden Days (1994 to 2007); 2 Themes in Constructing Exotic Products; 3 Basics of Derivatives; 4 Barriers; 5 Quantoes; 6 Swaps, Constant Maturity Swaps and Spreads; 7 Range Accruals; 8 Early Termination; 9 Pathwise Accumulators; 10 Power Reverse Dual Currencies; 11 Baskets and Hybrids; 12 Some Exotic Equity Products; 13 Volatility and Correlation Products; 14 Fund Derivatives; 15 The Products Post-2008; Some Final Thoughts; Glossary; Appendices; Bibliography; Index

Sommario/riassunto

In recent times, derivatives have been inaccurately labelled the financial weapons of mass destruction responsible for the worst financial crisis in recent history. Inherently complex and perilous for the ill-informed investment professional they can however also be gainfully harnessed.  This book is a practical guide to the complexities of exotic products



written in simple terms based on the premise that derivatives are not homogenous, and not necessarily dangerous.  By exploring common themes behind the construction of various structured products in interest rates, equities and forei