Structured Derivatives

The definitive guide to financial derivatives and their use in investment management. In-depth introduction to the principles of fixed income and options valuation. Powerful tools for structuring, pricing, and unbundling a broad range of structured derivatives. Derivative applications in portfolio management: a thorough surveyBy all measures, today's global financial environment is increasingly risky. Structured derivatives provide the ultimate tools to manage these risks. This is the definitive guide to a wide variety of over-the-counter or structured financial derivatives and their applications in financial management.Written by a leading global derivatives specialist,Structured Derivativesprovides all the tools professionals need to structure, price, and unbundle a wide variety of structured derivatives, including forward contracts, caps and floors, barrier options, interest rate swaps, swaptions, bond options, look back options, cross currency swaps, currency options, binary options, equity swaps and options, and average rate options.Structured Derivativesfeatures an in-depth introduction to the principles of fixed income and options valuation; a practical step-by-step guide to pricing structured derivatives; a detailed discussion of product strategies and investment applications; and more. It also contains practical guidance on creating, pricing, and unbundling synthetic and structured assets, as well as a survey of derivative applications in portfolio management.This book is essential for every investment professional concerned with derivatives and risk management, including fund managers, financial professionals at insurance companies, pension funds, hedge funds, finance companies, banks, and cash rich corporations; as well as derivative traders, marketers, and students of finance.Mattoo, Mehraj is the author of 'Structured Derivatives' with ISBN 9780273611202 and ISBN 0273611208.