1
Prerequisites
2
Introduction to the Structured Products Market
2.1
The Structured Products
2.1.1
Introduction
2.1.2
Issuing Wrappers
2.2
The Stakeholders
2.2.1
The Sell Side
2.2.2
The Buy Side
3
Back to Basics!
3.1
Interest Rates
3.1.1
Introduction
3.1.2
LIBOR and Treasury rates
3.1.3
Yield curves
3.2
Bonds
3.2.1
Introduction
3.2.2
Market Price
3.2.3
Bonds’ underlying risks
3.2.4
Zero-Coupon bonds (ZCB)
3.3
Equities
3.3.1
Dividends
3.3.2
Repurchase Agreement (Repo)
3.3.3
Liquidity
3.4
Forwards and Futures
3.4.1
Introduction
3.4.2
Delivery price, Forward price and Forward value
3.4.3
Forward price of a stock
3.5
Swaps
3.5.1
Interest Rate Swaps (IRS)
3.5.2
Cross-Currency Swaps (CCS)
3.5.3
Total Return Swaps (TRS)
3.5.4
Dividend Swaps
3.6
Options
3.6.1
Introduction
3.6.2
Call Options
3.6.3
Put Options
4
A deeper understanding of Options
4.1
The Black-Scholes model
4.1.1
Risk-Neutral Pricing
4.2
European Call Options
4.2.1
Introduction
4.2.2
Buyer’s payoff at maturity
4.2.3
Market Price or Premium
4.3
European Put Options
4.3.1
Introduction
4.3.2
Buyer’s payoff at maturity
4.3.3
Market Price or Premium
4.4
Intrinsic Value and Time Value
4.4.1
Introduction
4.4.2
Time Value of Call Options
4.4.3
Time Value of Put Options
4.5
The Cost of Hedging
4.6
The Call-Put Parity
4.6.1
Introduction
4.6.2
The Call-Put relationship
5
The Greeks
6
All about Volatility
7
Classic Options
8
Options Strategies
9
Asian Options
10
Quanto Options
11
Compo Options
12
Barrier Options
13
(Barrier) Reverse Convertibles
14
Certificates
15
Multi-Asset Options
16
Autocallables
17
Variance Swaps
.
.
.
.
.
Chapter 14
Certificates
You can
register for
FREE
to get access to the
FULL ebook and the associated pricers!
Chapter 14 - Certificates: Overview
Chapter 14 - Certificates: Pricer
