Structured Equity Derivatives

Structured Equity Derivatives

The Definitive Guide to Exotic Options and Structured Notes

Kat, Harry M.

John Wiley & Sons Inc

07/2001

400

Dura

Inglês

9780471486527

15 a 20 dias

816

Descrição não disponível.
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.
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