Fixed Coupon Note: high returns and low risk

by Aggarwal, Rajiv

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Title Statements

Full title :Fixed Coupon Note : high returns and low risk / Rajiv Aggarwal.

Edition Statements

Publication Date:2021

Publication Statements

Publisher(s):World scientific Publishing Company
Place of Publication:Singapore
Language:eng
Publication Date:2021

The Physical Object

Description:1 online resource (172 pages)

Edition Identifiers

ISBN:9811225044, 9789811225048
oclc:on1231610554
LC Classification:HG4650
Dewey Decimal:332.632044

Intro -- CONTENTS -- Foreword -- Preface -- Acknowledgements -- About the Author -- Chapter 1 What is Fixed Coupon Note (FCN) -- DATES -- PARTIES -- WHY ARE FCNS POPULAR -- VALUATIONS OF EQUITIES -- VALUATIONS OF BONDS -- PERFORMANCE OF A 60:40 PORTFOLIO -- EXPECTED RETURNS -- FEATURES OF FCNS -- INITIAL DATE AND PRICE -- SETTLEMENT DAY -- ISSUER -- AUTOCALL FREQUENCY AND LEVEL -- FINAL VALUATION DATE -- MATURITY DATE -- DENOMINATION -- SETTLEMENT TYPE -- SECONDARY MARKET -- LEVERAGE -- CURRENCY -- INITIAL PRICE -- CORPORATE ACTION -- Chapter 2 Options Basics -- WHERE ARE OPTIONS TRADED

CASH FLOW FOR AN OPTION TRADER -- OPTIONS BASICS AND FCNs -- BACK TO OPTIONS BASICS -- VOLATILITY -- HISTORICAL VOLATILITY VERSUS IMPLIED VOLATILITY -- EUROPEAN OPTION VERSUS AMERICAN OPTION -- Chapter 3 How to Construct a Fixed Coupon Note (FCN) -- STOCK SELECTION -- ACCEPTABLE PRICE -- TECHNICAL ANALYSIS -- DIVIDEND -- SHARE BUYBACK -- IMPLIED VOLATILITY -- A NOTE ON VIX -- CHARACTERISTICS OF VOLATILITY -- VOLATILITY TERM STRUCTURE -- VOLATILITY SKEW -- VOLATILITY SURFACE -- CORRELATION -- A NOTE OF CAUTION -- AUTOCALL FEATURE -- COUPON BARRIER -- QUALITY OF THE ISSUER -- CURRENCY

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