Content of the book This book proposes a full journey in the world of Decrement Indices: the reason for their creation in the mid 2010's and their generalised market adoption as the underlying for structured products and autocallables since the dividends rout of 2020, percentage decrements versus fixed points decrements, the expected performance of those indices compared to regular equity indices, how the implied volatility and forward of those indices compare to regular indices, and how those synthetic indices are hedged ...
Read More
Content of the book This book proposes a full journey in the world of Decrement Indices: the reason for their creation in the mid 2010's and their generalised market adoption as the underlying for structured products and autocallables since the dividends rout of 2020, percentage decrements versus fixed points decrements, the expected performance of those indices compared to regular equity indices, how the implied volatility and forward of those indices compare to regular indices, and how those synthetic indices are hedged by traders. Finally the book addresses the marketing of those indices. Audience This book should be of interest to traders, structurers and salespeople at banks, but also to investors, advisors and wealth managers who are willing to understand in what product they invest! Author Eric Barthe has traded, designed, analyzed, researched and taught structured products and exotic derivatives for the last 20 years He was an equity exotics trader at Goldman Sachs in London for 8 years, trading Index exotics, single stock exotics and dispersion. He was managing director at Leonteq Securities as global head of financial engineering. He taught finance at HEC Paris business schoold and EDHEC Business School.
Read Less
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 64 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Glued binding. 64 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 64 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Glued binding. 64 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
