Structured Derivatives: A Handbook of Structuring, Pricing and Investor Applications - Hardcover

Mattoo, Mehraj

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9780273611202: Structured Derivatives: A Handbook of Structuring, Pricing and Investor Applications

Synopsis

This book aims to provide investors with essential theoretical foundations for reverse engineering, valuation and hedging of structured derivatives and assets.

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About the Author

Mehraj Mattoo is currently Director of Financial Products at Canadian Imperial Bank of Commerce, based in Singapore. Prior to joining CIBC in 1995, he was a director at NatWest Markets based in London and Hong Kong, where he specialized in risk management and structured derivatives.

From the Back Cover

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 survey

By 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 Derivatives provides 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 Derivatives features 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.

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