结构性金融产品 第1卷

　　Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives， the creation of synthetic assets using derivatives（such as asset swaps， structured notes and repackaged assets）， exotic options， non-generic derivative structures used in interest rates and currency markets （including non-generic swaps， basis （floating-to-floating） swaps， swaptions （options on interest rate swaps）， callable bonds， CMT products， IAR products， interest rate and currency structured products

　　Satyajit Das is an international specialist in the area of financial derivatives， risk management and capital markets. Since 1994， he has been a consultant to financial institutions and corporations on derivatives and financial products and risk managemen

Introduction
DERIVATIVES APPLICATIONS
　1 Applications of Derivative Products
　2 Applications of Forwards/Futures, Swaps and Options
　3 New Issues Arbitrage
SYNTHETIC ASSETS
　4 Synthetic Assets – Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles
EXOTIC OPTIONS
　5 Exotic Options
　6 Packaged Forwards and Options
　7 Path Dependent Options
　8 Time Dependent Options
　9 Limit Dependent Options
　10 Payoff Modified Options
　11 Multifactor Options
　12 Volatility Products
INTEREST RATE & FX STRUCTURES
　13 Non-Generic Swaps
　14 Basis Swaps
　15 Option on Swaps/Swaptions
　16 Callable Bonds
　18 Index Amortising Products
　19 Interest Rate Linked Notes
　20 Currency Linked Notes
Index