Swaps/Financial Derivatives Library. Structured Products Vol. 1: Exotic Options, Interest Rates and Currency 3rd Ed. (3^rd Ed., 3rd Edition Revised) Exotic Options; Interest Rates and Currency (The Das Swaps and Financial Derivatives Library) Wiley Finance Series, Vol. 354

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.

APPLICATIONS OF DERIVATIVES 35. Applications of Derivative Instruments 36. Applications of Forwards/Futures, Swaps & Options 37. New Issues Arbitrage SYNTHETIC ASSETS 38. Synthetic Assets  Asset Swaps, Structured Notes, Repackaging and Structured Investment Vehicles. EXOTIC OPTIONS 39. Exotic Options 40. Packaged Forwards & Options 41. Path Dependent Options 42. Time Dependent Options 43. Limit Dependent Options 44. Pay-off Modified Options 45. Multifactor Options 46. Volatility Products INTEREST RATE & FX STRUCTURES 47. Non Generic Swap Structures 48. Basis Swaps 49. Option on Swaps/Swaptions 50. Callable Bonds 51. Constant Maturity Products 52. Index Amortising Products 53. Interest Rate Linked Notes 54. Currency Linked Notes

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 management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia.

Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.

Das holds Bachelors’ degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.