Structured products & hybrid securities
著者
書誌事項
Structured products & hybrid securities
John Wiley, c2001
2nd ed
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注記
Rev.ed.of: Structured notes and derivative embedded securities. 1996.
Includes bibliographical references and index
内容説明・目次
内容説明
This book is both a comprehensive introduction to the booming (USD200 billion) structured note market, and a practical reference on the mechanics of the structuring process. Readers get detailed coverage of all major types of structured notes across all types of assets. This updated and expanded Second Edition features increased or entirely new coverage of equity linked notes; convertible pricing; credit--linked notes; inflation linked securities; and CAT insurance linked bonds.
目次
Preface. About the Author. About the Contributors. Introduction. Callable Bonds (1): Concept, Valuation, and Applications. Callable Bonds (2): Extensions, Variations, and Markets. Interest Rate - linked Notes. Constant Maturity Treasury and Swap Rate Notes. Index Amortizing Notes and Related Derivatives. Currency - linked Structured Notes. Commodity - linked Notes. Equity - linked Notes (1): Convertible Debt and Debt - with - equity Warrant Issues. Equity - linked Notes (2): Structural Variations. Equity - linked Notes (3): Equity Index - linked Issues. Credit - linked Notes. Exotic Option - Embedded Structured Notes. Inflation - indexed Notes and Related Derivatives. Insurance - linked Notes and Derivatives. Pricing and Valuation of Structured Note Transactions. Taxation and Accounting for Structured Notes. The Market for Structured Notes. Index.
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