Structured equity derivatives : the definitive guide to exotic options and structured notes
Author(s)
Bibliographic Information
Structured equity derivatives : the definitive guide to exotic options and structured notes
（Wiley finance series）
Wiley, 2001
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Note
Includes bibliographical references (p. [347]-366) and index
Description and Table of Contents
Description
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 introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity.
Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds.
Table of Contents
Preface.
The General Framework.
Stocks and Stock Market Indices.
Special Contract Features.
Index-Linked Cash Flows.
Pricing and Hedging.
Improved Efficiency.
Risk Management.
Reducing the Costs of Buying Options.
Equity-Linked Bull Notes.
Raising the Participation Rate.
Market Timing and Non-Bullish Views.
Digital and Coupon Bearing Notes.
Equity-Linked Saving.
Appendix A.
Appendix B.
Appendix C.
Bibliography.
Index.
by "Nielsen BookData"