Asian Structured Products
DOWNLOAD
Download Asian Structured Products PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Asian Structured Products book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Asian Structured Products
DOWNLOAD
Author : Angel Wu
language : en
Publisher: CFA Institute Research Foundation
Release Date : 2017-08-31
Asian Structured Products written by Angel Wu and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-31 with Business & Economics categories.
Structured Products In Wealth Management
DOWNLOAD
Author : Steffen Tolle
language : en
Publisher: John Wiley & Sons
Release Date : 2012-11-30
Structured Products In Wealth Management written by Steffen Tolle and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-30 with Business & Economics categories.
Structured products in the form of equity-linked derrivatives have seen a rapid rise in popularity in the field of wealth management. Structured products are combinations of derivatives and traditional financial instruments such as stocks and bonds. The various components are combined into a single financial instrument and securitized. Discusses the characteristics and practical applications of structured products. In addition to providing a description of the structured products, this book focuses on their practical applications, showing how they can generate added value as part of an integrated investment process. Colourful charts help present the material in an attractive, real-world context.
Structured Products Asia Awards 2017
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2017
Structured Products Asia Awards 2017 written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Mutual funds categories.
Emerging Financial Derivatives
DOWNLOAD
Author : Jerome Yen
language : en
Publisher: Routledge
Release Date : 2014-11-27
Emerging Financial Derivatives written by Jerome Yen and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Business & Economics categories.
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book first discusses the products' recent development in the world and provides comprehensive overview of the major products. The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks. Volatility is the most important factor in determining the return and risk. Therefore, significant part of the book's content discusses how we can measure the volatility by using local and stochastic volatility models — Heston Model and Dupire Model, the volatility surface, the term structure of volatility, variance swaps, and breakeven volatility. The book introduces a set of dimensions which can be used to describe structured products to help readers to classify them. It also describes the more commonly traded exotic options with details. The book discusses key features of each exotic option which can be used to develop structured products and covers their pricing models and when to issue such products that contain such exotic options. This book contains several case studies about how to use the models or techniques to price and hedge risks. These case analyses are illuminating.
A Guidebook For Today S Asian Investor
DOWNLOAD
Author : Bruce VonCannon
language : en
Publisher: Springer
Release Date : 2017-11-15
A Guidebook For Today S Asian Investor written by Bruce VonCannon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-15 with Business & Economics categories.
This book is the first to directly address Asia's new rich with an easy-to-follow guide to investment and the world of global finance. There are currently approximately 15 million high net worth households in the world today, a number that is growing by 900,000 new millionaires in the world each year. Many of the Asian new rich, however, lack even basic information about investment strategies and how to put their wealth to work. With rich experience in the private sector, Bruce Von Cannon makes it seem easy in this enjoyable and readable new book.
Structured Products On Electricity
DOWNLOAD
Author : Florian Giger
language : en
Publisher: GRIN Verlag
Release Date : 2008-12
Structured Products On Electricity written by Florian Giger and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12 with Business & Economics categories.
Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0, University of Lausanne, 156 entries in the bibliography, language: English, abstract: The Swiss electricity market has been facing structural changes in recent years due to market deregulation activities. This development has been accompanied by the emergence of spot markets where electricity is traded between producer and purchaser. Since the price charged to the end-customer turns out to be more exposed to market prices of electricity, the need for derivatives with a risk management purpose arises. A more recent asset class such as structured products may be used as a risk management tool. This paper focuses on the pricing of various structured products with the Swiss energy price indices as an underlying. Since electricity has particular features that result in a peculiar stochastic process, the pricing of electricity derivatives cannot rely on traditional pricing formulas that have been developed for equity or commodity underlyings. Rather, there is a need for a dynamic model that captures the unique characteristics of electricity. In this paper, a new jump diffusion process is proposed and estimated that is able to incorporate the Swiss electricity price properties. Building on this model, a Monte Carlo simulation is applied that allows one to price differing electricity derivatives that are embedded in structured products. Using the option pricing results, the feasibility and attractiveness of a defined range of structured products is investigated. In order to include the special properties of electricity, new structured products are developed that are more appropriate as risk management tools. One of the main contributions of this paper is the practical approach of how to price structured products. Keywords: Electricity, SWEP, Swissix, Structured Products, Monte Carlo, Jump Diffusion, Derivatives pricing
How To Invest In Structured Products
DOWNLOAD
Author : Andreas Bluemke
language : en
Publisher: John Wiley & Sons
Release Date : 2009-09-15
How To Invest In Structured Products written by Andreas Bluemke and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-15 with Business & Economics categories.
This book is essential in understanding, investing and risk managing the holy grail of investments - structured products. The book begins by introducing structured products by way of a basic guide so that readers will be able to understand a payoff graphic, read a termsheet or assess a payoff formula, before moving on to the key asset classes and their peculiarities. Readers will then move on to the more advanced subjects such as structured products construction and behaviour during their lifetime. It also explains how to avoid important pitfalls in products across all asset classes, pitfalls that have led to huge losses over recent years, including detailed coverage of counterparty risk, the fall of Lehman Brothers and other key aspects of the financial crisis related to structured products. The second part of the book presents an original approach to implementing structured products in a portfolio. Key features include: A comprehensive list of factors an investor needs to take into consideration before investing. This makes it a great help to any buyer of structured products; Unbiased advice on product investments across several asset classes: equities, fixed income, foreign exchange and commodities; Guidance on how to implement structured products in a portfolio context; A comprehensive questionnaire that will help investors to define their own investment preferences, allowing for a greater precision when facing investment decisions; An original approach determining the typical distribution of returns for major product types, essential for product classification and optimal portfolio implementation purposes; Written in a fresh, clear and understandable style, with many figures illustrating the products and very little mathematics. This book will enable you to better comprehend the use of structured products in everyday banking, quickly analyzing a product, assessing which of your clients it suits, and recognizing its major pitfalls. You will be able to see the added value versus the cost of a product and if the payoff is compatible with the market expectations.
The Changing Structure Of Financial Intermediation In Asia
DOWNLOAD
Author : Caroline Roulet
language : en
Publisher:
Release Date : 2020
The Changing Structure Of Financial Intermediation In Asia written by Caroline Roulet and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with categories.
Structured Credit Products
DOWNLOAD
Author : Moorad Choudhry
language : en
Publisher: Wiley
Release Date : 2004-08-06
Structured Credit Products written by Moorad Choudhry and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-08-06 with Business & Economics categories.
Structured Credit Products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as synthetic collateralised debt obligations. The book features: Detailed product descriptions and analysis Case studies on US, European and Asian transactions Latest developments in synthetic structures. Written in an accessible style by an acclaimed author in the field of finance, this book is aimed at the entire banking, securitisation and fund management market.
On Path Dependent Structured Funds
DOWNLOAD
Author : Philippe Bertrand
language : en
Publisher:
Release Date : 2014
On Path Dependent Structured Funds written by Philippe Bertrand and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
This paper examines and compares several standard financial structured products whose performance is based on smoothing the return of an underlying asset (e.g. financial market indices, baskets of stocks). The returns of such products are based on various averages of intermediate values of the risky asset return. They are typically path-dependent. We investigate two main types of these financial products providing a guarantee at maturity: one is linked to an Asian call option and the other linked to an average of positive performances of the risky asset, which is an average of call options. We examine and illustrate their performances within a standard jump-diffusion model (i.e. the double exponential Lévy process), using various criteria such as basic properties of the cumulative distribution functions of their returns and their respective performances with respect to Kappa measures. We also compare them to the most common structured financial contract, namely Option Based Portfolio Insurance. Surprisingly, our study reveals that funds based on averages of calls do better than Asian funds, both on various performance measures and also in terms of their respective probabilities of providing merely the guarantee at maturity.
