Financial Derivative Investments An Introduction to Structured Products – (PDF/EPUB Version)

Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious “CDO2”.Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals.Contents:

• 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

Readership: Undergraduate and graduate students studying finance, economics and physical sciences; business professionals, bankers, investors, independent financial advisors, accountants and lawyers.Derivative;Investment;Structured Product;Exotics;Equity Derivative;Interest Rate Derivative;Credit Derivative;Derivatives Technology;Term-Sheet;Issuer;Special Purpose Vehicle;SPV;SPC;Interest Rate Swap;Reverse Convertible;Capital Guarantee;Capital Protected;Principal Protected;Cliquet;Equity Basket;Worst-of;Everest;Altiplano;Equity Correlation;Black Scholes Model;Monte Carlo;Binomial tree;Cap;Floor;Swaption;Yield Curve Model;Hull White model;Trinomial Tree;Callable;Accrual Note;Range Note;Credit Spread;Asset Swap;Credit Linked Note;CDS;Credit Default Swap;Reduced Form Model;Normal Copula Model;CLO;CDO;CDO of ABS;CDO-Squared;First-to-Default Basket;Fund Linked;CPPI;Hybrid0Key Features:

• Gives a comprehensive overview of structuring and trading products based on the author's extensive experience in structuring investment products
• Contains practical aspects rather than pure theoretical treatment with numerous trade examples
• Contains examples of a wide range of structured products across several asset classes