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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes (Wiley Finance) ISBN: 0471486523 ISBN13: 9780471486527 Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes (Wiley Finance) By: Harry M. Kat Publisher: John Wiley & Sons Ltd Format: Hardback Our Price: 51.48 Discount: 29% RRP: 72.50

Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity. Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds.


Contents:

Preface

 The General Framework

 Stocks and Stock Market Indices

 Special Contract Features

 Index--Linked Cash Flows

 Pricing and Hedging

 Improved Efficiency

 Risk Management

 Reducing the Costs of Buying Options

 Equity--Linked Bull Notes

 Raising the Participation Rate

 Market Timing and Non--Bullish Views

 Digital and Coupon Bearing Notes

 Equity--Linked Saving

 Appendix A

 Appendix B

 Appendix C

Bibliography

 Index.


Brief Description:

Focusing on the structuring and practical applications of derivatives, this book introduces the reader to a flexible approach, emphasizing 'financial architecture'. It explains the reasons why derivatives exist and why there is such a large variety.

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