Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
Author:   Harry M. Kat
Publisher:   John Wiley & Sons Inc
ISBN:  

9780471486527


Pages:   400
Publication Date:   11 July 2001
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes


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Full Product Details

Author:   Harry M. Kat
Publisher:   John Wiley & Sons Inc
Imprint:   John Wiley & Sons Inc
Dimensions:   Width: 17.60cm , Height: 2.60cm , Length: 25.20cm
Weight:   0.807kg
ISBN:  

9780471486527


ISBN 10:   0471486523
Pages:   400
Publication Date:   11 July 2001
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Preface. The General Framework. Stocks and Stock Market Indices. Special Contract Features. Index-Linked Cash Flows. Pricing and Hedging. Improved Efficiency. Risk Management. Reducing the Costs of Buying Options. Equity-Linked Bull Notes. Raising the Participation Rate. Market Timing and Non-Bullish Views. Digital and Coupon Bearing Notes. Equity-Linked Saving. Appendix A. Appendix B. Appendix C. Bibliography. Index.

Reviews

...there is no question that many industry participants will learn from and enjoy reading his book. (Risk, March 2002)


Author Information

HARRY M. KAT has over 12 years of experience in global capital markets, lastly as Head of Equity Derivatives Europe at Bank of America in London. Prior to that he was Head of Derivatives Structuring and Marketing at First Chicago in Tokyo and Head of Derivatives Research at MeesPierson in Amsterdam. He holds MBA and PhD degrees in economics and econometrics from the University of Amsterdam and is a member of the editorial board of The Journal of Derivatives and The Journal of Alternative Investments. Dr Kat has published extensively in the field of derivatives in well-known journals such as The Journal of Financial Engineering, The Journal of Derivatives, Applied Mathematical Finance and Risk. He is currently Associate Professor of Finance at the ISMA Centre at the University of Reading (UK), where he lectures on financial engineering and structured derivatives, and acts as a consultant to a select number of asset managers and hedge funds.

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