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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes Book

Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes, It has been said that in theory, theory translates into practice, but in practice it never does. This breakthrough book defies this conventional wisdom in a unique way. It is a must read for anyone interested in structuring derivatives products. — Dr Pe, Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes has a rating of 4.5 stars
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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes, It has been said that in theory, theory translates into practice, but in practice it never does. This breakthrough book defies this conventional wisdom in a unique way. It is a must read for anyone interested in structuring derivatives products. — Dr Pe, Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
4.5 out of 5 stars based on 2 reviews
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  • Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
  • Written by author Harry M. Kat
  • Published by Wiley, John & Sons, Incorporated, September 2001
  • "It has been said that in theory, theory translates into practice, but in practice it never does. This breakthrough book defies this conventional wisdom in a unique way. It is a must read for anyone interested in structuring derivatives products." — Dr Pe
  • Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book int
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Book Categories

Authors

Preface
1The General Framework1
2Stocks and Stock Market Indices11
3Special Contract Features29
4Index-Linked Cash Flows41
5Pricing and Hedging67
6Improving Efficiency105
7Risk Management131
8Reducing the Costs of Buying Options179
9Equity-Linked Bull Notes213
10Raising the Participation Rate245
11Market Timing and Non-Bullish Views273
12Digital and Coupon Bearing Notes301
13Equity-Linked Saving319
App. A335
App. B341
App. C345
Bibliography347
Index367


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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes, It has been said that in theory, theory translates into practice, but in practice it never does. This breakthrough book defies this conventional wisdom in a unique way. It is a must read for anyone interested in structuring derivatives products. — Dr Pe, Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes

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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes, It has been said that in theory, theory translates into practice, but in practice it never does. This breakthrough book defies this conventional wisdom in a unique way. It is a must read for anyone interested in structuring derivatives products. — Dr Pe, Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes

Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes

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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes, It has been said that in theory, theory translates into practice, but in practice it never does. This breakthrough book defies this conventional wisdom in a unique way. It is a must read for anyone interested in structuring derivatives products. — Dr Pe, Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes

Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes

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