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Risk Books Structured Products

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Description

Edited by Dilip Madan, the leading expert in the structured products field, this collection of technical papers on this complex area is the third book in the new Cutting Edge series. Structured Products is split into four arenas: Equity Product Designs; Volatility Products; Options on Baskets and Calibration considerations. The selection of papers offers in depth descriptions of new products arising from a variety of sources including investor interest and the hedging capability for the seller and is recommended reading for anyone working in structured products, equity markets and asset managers. It will be of interest to anyone attempting to grasp the complexity and technical issues surrounding structured products. About the Author Dilip Madan is Professor of Finance at the Robert H. Smith School of Business. He specializes in Mathematical Finance. He also serves as a consultant to Morgan Stanley, Caspian Capital LLC, and the FDIC. He is a founding member and immediate Past President of the Bachelier Finance Society, Co-Editor of Mathematical Finance and Associate Editor for the Journal of Credit Risk and Quantitative Finance. His work is dedicated to improving the quality of financial valuation models, enhancing the performance of investment strategies, and advancing the understanding and operation of efficient risk allocation in modern economies. Recent major contributions have appeared in Mathematical Finance, Finance and Stochastics, Quantitative Finance, The Journal of Computational Finance, among other Journals.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 December 2008
Listed Since
18 September 2008

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