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Record Nr. |
UNINA9910973127103321 |
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Autore |
Tan Chia Chiang |
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Titolo |
Demystifying exotic products : interest rates, equities and foreign exchange / / Chia Chiang Tan |
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Pubbl/distr/stampa |
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Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 |
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ISBN |
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9786612684432 |
9781119206637 |
1119206634 |
9780470687888 |
0470687886 |
9781282684430 |
1282684434 |
9780470686898 |
0470686898 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (274 p.) |
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Collana |
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Disciplina |
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332.45 |
332.6 |
332.63228 |
332.6453 |
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Soggetti |
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Exotic options (Finance) |
Futures |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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In recent times, derivatives have been inaccurately labelled the financial |
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