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Complex Derivatives: Understanding and Managing the Risks of Exotic Options, Complex Swaps, Warrants, and Other Synthetic Derivatives

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This book provides the tools to measure the risks and benefits of this new generation of high-tech products. For financial market professionals who must stay abreast of the latest advances in financial technology, this book is a must read. Specific products examined include: Equity derivatives; Differential swaps; Mortgage swaps; Various option spreads; Warrants.

Author(s): Erik Banks
Edition: 1
Publisher: McGraw-Hill
Year: 1993

Language: English
Pages: 300
City: Chicago