Structured Derivatives: New Tools for Investment Management A Handbook of Structuring, Pricing & Investor Applications (Financial Times) [Hardcover]

Mehraj Mattoo (Author)

Book Description

ISBN-10: 0273611208 | ISBN-13: 978-0273611202 | Publication Date: February 11, 1997

This book aims to provide investors with essential theoretical foundations for reverse engineering, valuation and hedging of structured derivatives and assets.

Editorial Reviews

From the Back Cover

The definitive guide to financial derivatives and their use in investment management.

• In-depth introduction to the principles of fixed income and options valuation.
• Powerful tools for structuring, pricing, and unbundling a broad range of structured derivatives.
• Derivative applications in portfolio management: a thorough survey

By all measures, today's global financial environment is increasingly risky. Structured derivatives provide the ultimate tools to manage these risks. This is the definitive guide to a wide variety of over-the-counter or structured financial derivatives and their applications in financial management.

Written by a leading global derivatives specialist, Structured Derivatives provides all the tools professionals need to structure, price, and unbundle a wide variety of structured derivatives, including forward contracts, caps and floors, barrier options, interest rate swaps, swaptions, bond options, look back options, cross currency swaps, currency options, binary options, equity swaps and options, and average rate options.

Structured Derivatives features an in-depth introduction to the principles of fixed income and options valuation; a practical step-by-step guide to pricing structured derivatives; a detailed discussion of product strategies and investment applications; and more. It also contains practical guidance on creating, pricing, and unbundling synthetic and structured assets, as well as a survey of derivative applications in portfolio management.

This book is essential for every investment professional concerned with derivatives and risk management, including fund managers, financial professionals at insurance companies, pension funds, hedge funds, finance companies, banks, and cash rich corporations; as well as derivative traders, marketers, and students of finance.

About the Author

Mehraj Mattoo is currently Director of Financial Products at Canadian Imperial Bank of Commerce, based in Singapore. Prior to joining CIBC in 1995, he was a director at NatWest Markets based in London and Hong Kong, where he specialized in risk management and structured derivatives.

Product Details

• Hardcover: 308 pages
• Publisher: Financial Times/Prentice Hall (February 11, 1997)
• Language: English
• ISBN-10: 0273611208
• ISBN-13: 978-0273611202
• Product Dimensions: 9.4 x 6.3 x 1.1 inches
• Shipping Weight: 1.2 pounds
• Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
• Amazon Best Sellers Rank: #3,499,341 in Books (See Top 100 in Books)

Customer Reviews

Most Helpful Customer Reviews

4 of 13 people found the following review helpful:

5.0 out of 5 stars A Book that every Derivative trader should read, January 26, 2000

By 

Arvind Swamy - See all my reviews

This review is from: Structured Derivatives: New Tools for Investment Management A Handbook of Structuring, Pricing & Investor Applications (Financial Times) (Hardcover)

"Structured Derivatives" is very well written and gives nothing but pure pleasure. Mr. Matto has done a great job at explaining complex topics, and hence has provided a great deal of insight in the subject. The is book that is structured very thoughtfully and defines integrity. Once again reminding that this is a book that should be read by all the derivative traders out there.