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Financial derivative investments : an introduction to structured products / Richard D. Bateson.
Material type:
TextPublication details: London : Imperial College Press ; Hackensack, NJ : Distributed by World Scientific Publishing Co., c2011.Description: xviii, 355 p. : ill. ; 24 cmISBN: - 9781848167117
- 1848167113
- 332.64/57 23
- HG6024.A3 B384 2011
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 -- Appendices.
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
General Books
|
CUTN Central Library Generalia | 332.64/57 (Browse shelf(Opens below)) | 1 | Available | 19090 |
Includes bibliographical references (p. 347-350) and index.
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.
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