Financial derivative investments
Subtitle: an introduction to structured products
By: Richard D. Bateson
Publisher: Imperial College Press; Distributed by World Scientific Publishing Co.; IMPERIAL COLLEGE PRESS
Published: 2011
Place of publication: London; Hackensack, NJ
Language: eng
Number of pages: 355
ISBN-13: 9781848167117
Subjects: Derivative securities
Description: xviii, 355 p. : 24 cm
Notes: Includes bibliographical references (p. 347-350) and index.
Table of contents: title: Introduction; title: Introduction to swap finance; title: Pricing equity options; title: Equity structured products; title: Basket equity products; title: Pricing interest rate products; title: Interest rate products; title: Pricing credit derivatives; title: Structured credit products; title: Fund options and hybrids; title: Appendices.