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Structured Products
Roberto Knop
€ 105.09
FREE Delivery in Ireland
Description for Structured Products
Hardcover. This text takes a practical approach to the principal structured products which have been appearing in financial markets. It provides answers to questions which could arise in investment dealings and advice as to how to maximize the potential for profitability. Series: Wiley Finance Series. Num Pages: 202 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 236 x 160 x 17. Weight in Grams: 442.
Over the past decade there has been a great escalation in thesophistication of the
financial markets and technology and as a result many newderivatives products have
been developed.
Structured Products offers practical details on the mainstructured products developed over the last ten years. The booklooks in detail at the risks, valuation and key elements of eachstructured product in turn. It explains the basic principles andunderlying philosophies behind the concept giving investors athrough understanding of each product in a conceptual and practicalway.
Over the past decade there has been a great escalation in thesophistication of the
financial markets and technology and as a result many newderivatives products have
been developed.
Structured Products offers practical details on the mainstructured products developed over the last ten years. The booklooks in detail at the risks, valuation and key elements of eachstructured product in turn. It explains the basic principles andunderlying philosophies behind the concept giving investors athrough understanding of each product in a conceptual and practicalway.
Product Details
Format
Hardback
Publication date
2002
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
202
Condition
New
Series
Wiley Finance Series
Number of Pages
208
Place of Publication
New York, United States
ISBN
9780471486473
SKU
V9780471486473
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Roberto Knop
ROBERTO KNOP is deputy manager of market risk at Banco Santander Central Hispano where he is responsible for the methodology and quantitative team. He has over ten years experience of derivatives pricing, market risk measurement and also has considerable experience of training others in derivatives pricing and market risk.
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