The book introduces a set of dimensions which can be used to describe structured products, such as, movement, number of names, number of assets, path dependency, etc.
The book introduces a set of dimensions which can be used to describe structured products, such as, movement, number of names, number of assets, path dependency, etc.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Jerome Yen is currently a professor of the College of Business at Tung Wah College, Hong Kong and also a visiting professor in the Department of Finance at Hong Kong University of Science and Technology. He is also the director of HKUST's Quantitative Finance program where over 70 percent of graduates went to investment banks like Goldman Sachs and Morgan Stanley. He received his Ph.D. in 1992 in Systems Engineering and Management Information Systems from the University of Arizona. Kin Keung Lai received his Ph.D. at Michigan State University, USA. He is currently the Chair Professor of Management Science at the City University of Hong Kong. He is also the Director of the Invesco-Great Wall Research Unit on Risk Analysis and Business Intelligence (RABI) at the College of Business. Prior to his current post, he was a Senior Operational Research Analyst for Cathay Pacific Airways and an Area Manager on Marketing Information Systems for Union Carbide Eastern.
Inhaltsangabe
1. Survey and Classification of Structured Products 2. Tools and Methods for Pricing Exotic Options 3. Stochastic and Local Volatility Models Volatility Surface Term Structure and Breakeven Volatility 4. Market View Formation 5. Structured Equity Products 6. FX-Linked Structured Products
1. Survey and Classification of Structured Products 2. Tools and Methods for Pricing Exotic Options 3. Stochastic and Local Volatility Models Volatility Surface Term Structure and Breakeven Volatility 4. Market View Formation 5. Structured Equity Products 6. FX-Linked Structured Products
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