Demystifying exotic products : interest rates, equities and foreign exchange /: interest rates, equities and foreign exchange. (2010)

• Record Type: Book
• Further Information: Note: Chia Chiang Tan.
• Authors: Tan, Chia Chiang
• Contents: ""Title Page""; ""Copyright Page""; ""Dedication""; ""Foreword""; ""Preface""; ""Acknowledgements""; ""Notes""; ""NOTE ON FX QUOTE STYLE""; ""NOTE ON THE SUMMATION NOTATION""; ""NOTE ON EXPECTATION""; ""NOTE ON SUPERSCRIPT""; ""Chapter 1 -- Derivatives in their Golden Days (1994 to 2007)""; ""1.1 USES OF DERIVATIVES""; ""1.2 STRUCTURED NOTES""; ""Chapter 2 -- Themes in Constructing Exotic Products""; ""2.1 PRINCIPAL PROTECTION""; ""2.2 UPSIDE-ONLY PARTICIPATION""; ""2.3 PROTECTED SELLING OF OPTIONALITY FOR YIELD""; ""2.4 BETTING AGAINST THE FORWARD CURVE""; ""2.5 DIVERSIFICATION"" ""2.6 SOME CONSIDERATIONS IN HEDGING""""Chapter 3 -- Basics of Derivatives""; ""3.1 THE FORWARD CONTRACT""; ""3.2 THE PLAIN VANILLA OPTION""; ""3.3 NO-ARBITRAGE PRICING""; ""3.4 THE BLACK-SCHOLES MODEL""; ""3.5 THE VOLATILITY SURFACE""; ""3.6 CORRELATION""; ""3.7 MODELLING CONSIDERATIONS""; ""Chapter 4 -- Barriers""; ""4.1 DIGITALS""; ""4.2 KNOCKOUTS AND REVERSE KNOCKOUTS""; ""4.3 ONE-TOUCHES AND NO-TOUCHES""; ""4.4 DOUBLE BARRIERS AND MORE""; ""Chapter 5 -- Quantoes""; ""5.1 SOME MOTIVATION""; ""5.2 MULTI-CURRENCY PRODUCTS""; ""5.3 NON-DELIVERABLE PRODUCTS"" ""5.4 SELF-QUANTOES (AUTO-QUANTOES)""""5.5 QUANTOES""; ""Chapter 6 -- Swaps, Constant Maturity Swaps and Spreads""; ""6.1 THE SWAP""; ""6.2 NATURAL PAYMENT TIME AND THE LIBOR-IN-ARREARS""; ""6.3 THE SWAPTION""; ""6.4 THE CONSTANT MATURITY SWAP""; ""6.5 SPREAD BETWEEN TWO CMS RATES""; ""6.6 CALLABLE CMS""; ""Chapter 7 -- Range Accruals""; ""7.1 MOTIVATION""; ""7.2 SINGLE REFERENCE ACCRUALS""; ""7.3 MULTIPLE REFERENCE ACCRUALS""; ""Chapter 8 -- Early Termination""; ""8.1 THE MINDSET OF A BENCHMARK INVESTOR""; ""8.2 CALLABLES""; ""8.3 TRIGGERS (AUTOCALLS)""; ""8.4 THE TARGET REDEMPTION NOTE"" ""Chapter 12 -- Some Exotic Equity Products""""12.1 A HISTORICAL PERSPECTIVE""; ""12.2 THE CLIQUET""; ""12.3 THE HIMALAYA""; ""12.4 THE ALTIPLANO""; ""12.5 THE ATLAS""; ""12.6 THE EVEREST""; ""12.7 PRINCIPAL PROTECTION OR LACK THEREOF""; ""Chapter 13 -- Volatility and Correlation Products""; ""13.1 VARIANCE AND VOLATILITY SWAPS""; ""13.2 OPTIONS ON VARIANCE SWAPS""; ""13.3 CORRELATION SWAPS""; ""Chapter 14 -- Fund Derivatives""; ""14.1 FUND DERIVATIVES PRODUCTS""; ""14.2 CONSTANT PROPORTION PORTFOLIO INSURANCE""; ""14.3 THE IDEAL UNDERLYING FUND""; ""Chapter 15 -- The Products Post-2008""
• Publisher Details: Chichester, West Sussex : Wiley
• Publication Date: 2010
• Extent: 1 online resource
• Subjects: 332.6453; Business; BUSINESS & ECONOMICS -- Investments & Securities -- General; Business; Electronic books
• Languages: English
• ISBNs: 9780470687888; 0470687886
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.