A Handbook of Structuring, Pricing and Investor Applications
By Mehraj Mattoo
This is the definitive guide to a wide variety of over the counter or structured financial derivatives and their applications in investment management. The book provides the necessary tools to structure, price and unbundle a variety of structured derivatives. It features an in-depth introduction to the principles of fixed income and options valuation; a practical guide to pricing a variety of structured derivatives; a detailed discussion on product strategies and investment applications; a review of the principles of financial engineering; a practical guide to creating, pricing and unbundling synthetic and structured assets and; and a survey of derivative applications in portfolio management.
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