Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivatives (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.
- ISBN10 0470821663
- ISBN13 9780470821664
- Publish Date 7 October 2005
- Publish Status Out of Print
- Out of Print 4 March 2021
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint John Wiley & Sons Ltd
- Edition 3rd Edition Revised
- Format Hardcover
- Pages 946
- Language English