Structured Products in Wealth Management
by Steffen Tolle, Boris Hutter, Patrik Rüthemann, Hanspeter Wohlwend
Index
A
American style
Arbitrage
Arbitrage pricing theory (APT)
Asian options
Asset-or-nothing option
Ask price
Asset allocation
Strategic (SAA)
Tactical (TAA)
Asset class
Asset/liability management (ALM)
Asset management
Asymmetric risk profile
At-the-money
Average options
B
Backward induction
Backwardation
Bank for International Settlements (BIS)
Barrier options
Basis
Basis risk
Basket certificates
Bear spread
Benchmark
Beta
Bid price
Bid/ask spread
Binomial model
Black-Scholes model
Bonus certificates
Break-even
Bull spread
Butterfly spread
Buy-and-hold strategy
C
Call option
Cap
Capital asset pricing model (CAPM)
Capital protection products
Cash flow
Cash settlement
Cash-and-carry arbitrage
Cash-or-nothing option
Certificates
Clearing house
Close out
Co-lead manager
Commodities
Composite
Conditional capital protection
Conditional financial contracts
Confidence interval
Contago
Convenience yield
Convertible bond
Core
Core portfolio
Core/satellite approach
Corporate governance
Correlation
Cost-of-carry
Counterparty risk
Covariance
Covered call writing
Credit rating
Currency risk
D
Debtor
Delta
Delta hedging
Derivative financial products
Interest rate differential
Digital options
Discount
Discount certificates
Diversification
Dividend
Down factor
Down-and-in call option
Down-and-out call option
Down-and-out put option
Dynamic replication
E
Economies of scale
Efficient frontier
Equity exposure
European style
Exchange-traded funds
Exercise price
Exotic options
Expiration
Exposure ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access