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Cases in Financial Engineering Scott Mason

Cases in Financial Engineering By Scott Mason

Cases in Financial Engineering by Scott Mason


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Summary

Intended for courses in Futures and Options, Capital Markets, and Graduate Corporate Finance. Featuring over 35 studies, this collection of cases offer readers a look into how major companies took bold steps to ensure their financial strength and superiority.

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Cases in Financial Engineering Summary

Cases in Financial Engineering: Applied Studies of Financial Innovation by Scott Mason

Appropriate for courses in Futures and Options, Capital Markets, and Graduate Corporate Finance.

Featuring over 35 studies, this fascinating collection of cases offer readers a look into how major companies took bold steps to ensure their financial strength and superiority. The cases-all of which have been used at the Harvard Business School-were chosen for their ability to convey real products, real financial innovations, and real-world applications. Cases in Financial Innovation spans two decades, including recently financial- engineered products.

Table of Contents



1. Financial Innovation and The Financial System.


2. Securities Innovation: A Historical and Functional Approach.

CASES.

1. Financial Engineering and Debt Securities.
1.1 Arbitrage Fundamentals..

Cougars. RJRCHC 1991. Arb in Government Bonds. Coca Cola-Harmless Warrants.

1.2 Taxes, Regulation and Accounting: Stimuli to Innovation.

Citicorp 1985. Note: Eurodollar Bond. New England Property and Casualty. Schroeders Perpetual. Metromedia.

1.3 Securitization.

Travelers. Note: MBS. Amex TRS Case. Lehman Case.

2. Financial Engineering and Equity Securities.
2.1 Addressing Information Asymmetries.

Arley. Avon PERCs. GM PERCs. ALZA series (A-B1-B2-C). British Telecom. RJR 1990. Sally Jameson.

2.2 Taxes, Regulation and Accounting: Stimuli to Innovation.

ARPPS. MMP. Dart and Kraft. Waste Management.

3. Managing Issuers' Exposures.
3.1 Managing Issuers' Exposures.

B.F. Goodrich-Rabobank. GM-Liab Management. State of CT Muni Swap. Walt Disney. Gaz de France. American Barrick. Enron.

3.2 Managing Investors' Exposures.

SLH (A&B). Goldman Sachs Nikkel Put Warrants. Commodity Linked Debt. Note: Commodity Futures. Fidelity Case. Diamond Shamrock Natomas. BEA Associates. LOR: Portfolio Insurance. LOR: SuperTrust.

FOUNDATION NOTES.

Note: U.S. Government Debt Markets. Note: Foreign Exchange. Note: FX Swaps. Note: Introduction to Options. Note: Option Pricing. Note: Contingent Claims Analysis. Note: Financial Futures. Note: Interest Rate Derivatives.

Additional information

CIN0130794198G
9780130794192
0130794198
Cases in Financial Engineering: Applied Studies of Financial Innovation by Scott Mason
Used - Good
Hardback
Pearson Education (US)
1994-11-01
704
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 good condition, but if you are not entirely satisfied please get in touch with us

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