Structured Products, by R. Knop
Book of the Week 9
“After 10 years, “Structured Products” is still one of the best transitions from building blocks to structured products. Written with a practitioner mindset, it is a useful read for junior structurers, treasury sales, risk managers, and users of structured products. The book handles well the balance between risk management and valuation in tackling such a topic. Another big plus is that discusses at length and with relevant details, several common structures belonging to the equity and fixed income structures.” Lucian Isar
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