Options, Structured Notes, and Other Products

Peter G. Zhang
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Peter G. Zhang: Shanghai Futures Exchange, China

Chapter 16 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 211-220 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:“Callable” and “Put-able” DebtConcepts of Embedded OptionsAsian Debt with Embedded OptionsTypes of Embedded Put OptionsIMF Estimation of Put-able DebtsCurrency Options in SingaporeOptions in Hong Kong during the Asian Financial CrisisForeign Exchange and Interest Rate OptionsStock Index OptionsStructured NotesConcepts of Structured NotesStructured Notes in AsiaPrincipal Exchange Rate Linked Note (PERL)South KoreaStructured Notes with Embedded OptionsThe Long Term Capital Management EpisodeBackground and PerformancesProducts TransactedPortfolio CompositionLTCM's Near FailureSummary and Lessons

Keywords: Chinese Yuan; CNY Revaluation; Non-Deliverable Forwards; CNY Forwards; CNY Non-Deliverable Options; CNY Non-Deliverable Swaps; CNY Structured Notes (search for similar items in EconPapers)
Date: 2004
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