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Structured Notes and Hybrid Securities Satyajit Das

Structured Notes and Hybrid Securities By Satyajit Das

Structured Notes and Hybrid Securities by Satyajit Das


$12.99
Condition - Very Good
Only 1 left

Summary

This text covers all aspects of structured notes including: the structuring and design of the instruments themselves; the valuation and trading of these instruments; and the rationale for individual structures, including the nature of the risks assumed and the applications of the instruments.

Structured Notes and Hybrid Securities Summary

Structured Notes and Hybrid Securities by Satyajit Das

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.

Table of Contents

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.

Additional information

GOR002331925
9780471847755
0471847755
Structured Notes and Hybrid Securities by Satyajit Das
Used - Very Good
Hardback
John Wiley & Sons (Asia) Pte Ltd
20010116
1044
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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