Structured Products – A Complete Toolkit to Face Changing Financial Markets

Foreword
<br />
<br /> General introduction
<br />
<br /> PART I BASIC ASPECTS OF STRUCTURED PRODUCTS
<br />
<br /> Structured products
<br />
<br /> Instrument valuation and risk measurement
<br />
<br /> PART II EQUITY STRUCTURES
<br />
<br /> Warrants
<br />
<br /> Equity deposit
<br />
<br /> Asian deposit
<br />
<br /> Straddle with knockout deposit
<br />
<br /> Digital ranges
<br />
<br /> Reverse convertible
<br />
<br /> Ladder bond
<br />
<br /> Basket bond
<br />
<br /> Spread bond
<br />
<br /> Best–of bond
<br />
<br /> PART III FIXED INCOME STRUCTURES
<br />
<br /> Floating rate note
<br />
<br /> Reverse floating rate note
<br />
<br /> Collared floating rate note
<br />
<br /> Digital ranges (corridor notes)
<br />
<br /> Step–up callable
<br />
<br /> Reset note
<br />
<br /> Participating swap
<br />
<br /> Performance swap
<br />
<br /> Step–up triggered cap
<br />
<br /> Constant maturity bond
<br />
<br /> Appendix A: Ten golden rules.
<br />
<br /> Appendix B: Characters from the buyer′s viewpoint
<br />
<br /> Bibliography
<br />
<br /> Index