Record Type: |
Language materials, printed
: monographic
|
Title Information: |
an introduction to structured products |
Author: |
BatesonRichard D., |
Place of Publication: |
London |
Published: |
Distributed by World Scientific Publishing Co.; Imperial College Press; |
Year of Publication: |
c2011. |
Description: |
xviii, 355 p.ill. : 24 cm.; |
Subject: |
Derivative securities. - |
ISBN: |
1848167113 |
Content Note: |
Introduction Introduction to swap finance Pricing equity options Equity structured products Basket equity products Pricing interest rate products Interest rate products Pricing credit derivatives Structured credit products Fund options and hybrids Appendices. |