Includes bibliographical references (pages 183-185) and index.
pt. I. Basic Aspects of Structured Products. 1. Structured products. 2. Instrument valuation and risk measurement -- pt. II. Equity Structures. 3. Warrants. 4. Equity deposit. 5. Asian deposit. 6. Straddle with knockout deposit. 7. Digital ranges. 8. Reverse convertible. 9. Ladder bond. 10. Basket bond. 11. Spread bond. 12. Best-of bond -- pt. III. Fixed Income Structures. 13. Floating rate note. 14. Reverse floating rate note. 15. Collared floating rate note. 16. Digital ranges (corridor notes). 17. Step-up callable. 18. Reset note. 19. Participating swap. 20. Performance swap. 21. Step-up triggered cap. 22. Constant maturity bond -- App. A. Ten golden rules -- App. B. Characteristics from the buyer's viewpoint.
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This book offers practical details on the main structured products developed over the last ten years. It looks in detail at the risks, valuation and key elements of each structured product in turn.