Decrement Indices: Purpose, Performance, Pricing, Hedging, Marketing - Paperback
$47.12
Skip to product information
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.
Decrement Indices: Purpose, Performance, Pricing, Hedging, Marketing - Paperback
$47.12
by Eric Barthe (Author)
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.
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.
Number of Pages: 64
Dimensions: 0.13 x 9 x 6 IN
Publication Date: November 22, 2023
Details
This product is crafted with quality materials to ensure durability and performance. Designed with your convenience in mind, it seamlessly fits into your everyday life.
Shipping & Returns
We strive to process and ship all orders in a timely manner, working diligently to ensure that your items are on their way to you as soon as possible.
We are committed to ensuring a positive shopping experience for all our customers. If for any reason you wish to return an item, we invite you to reach out to our team for assistance, and we will evaluate every return request with care and consideration.
