The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious “CDO2”.
Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals.
Chapter 1: Introduction (235 KB)
Chapter 2: Introduction to Swap Finance (138 KB)
Appendix A: Introduction to Swap Finance (76 KB)