Buch, Englisch, 656 Seiten, Format (B × H): 210 mm x 260 mm, Gewicht: 1253 g
Buch, Englisch, 656 Seiten, Format (B × H): 210 mm x 260 mm, Gewicht: 1253 g
ISBN: 978-0-471-73767-4
Verlag: John Wiley & Sons
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Acknowledgments.
About the Authors.
1. Introduction.
SECTION 1: FIXED-INCOME SECURITIES.
Module FI-1: Fixed-Income Securities: Concepts.
2. Reading Note-Note on Bond Valuation & Returns.
3. Case-Deutsche Bank: Finding Relative Value Trades.
4. Reading Note-Note on Duration and Convexity.
5. Case-Ticonderoga Capital: Inverse Floating Rate Bonds.
6. Case-100-Year Liabilities at Prudential Insurance.
Module FI-1: Fixed-Income Securities:Applications.
7. Case-Deutsche Bank: Discussing the Equity Risk Premium.
8. Case-Swedish Lottery Bonds.
9. Case-Bank Leu's Prima Cat Bond Fond.
10. Case-Catastrophe Bonds at Swiss Re.
11. Case-Mortgage Backs at Ticonderoga.
12. Case-KAMCO and the Cross-Border Securitization of Korean Non-Performing Loans.
13. Case-Nexgen: Structuring Collateralized Debt Obligations (CDOs).
14. Reading Notes-Forward and Swap Contracts.
15. Case-The Enron Odyssey (A):The Special Purpose of SPEs.
SECTION 2: DERIVATIVE SECURITIES (EQUITY AND INTEREST RATE OPTIONS).
Module DS-1: Equity Options: Concepts.
16. Reading Notes-Note on Basic Option Properties.
17. Dell Computer Corporation: Share Repurchase Program.
18. Reading Notes-Note on Option Valuation.
19. Sally Jameson-1999.
Module DS-2: Equity Options: Applications.
20. Case-Pine Street Capital.
21. Case-Tribune Company: The PHONES Proposal.
22. Case-Cox Communications, Inc., 1999.
23. Case-DigaMem Inc.
24. Case-ALZA and Bio-Electro Systems (A): Technological and Financial Innovation.
Module DS-3: Credit Derivatives.
25. Reading Notes- Note on Credit Derviatives.
26. Case-First American Bank: Credit Default Swaps.
27. Case-Morgan Stanley and TRAC-X: The Battle for the CDS Indexes Market.
Module DS-4: Interest Rate Derviatives.
28. Reading Note-Introduction to Interest Rate Options.
29. Case-Advising on Currency Risk at ICICI Bank.
Module DS-5: Equity and Options Exchanges.
30. Case-Deutsche Borse.
31. Case-The Chicago Board Options Exchange.
32. Case-The International Securities Exchange: New Ground in Options Markets.
Module DS-6: Real Options.
33: Case-RTY Telecom: Network Expansion.
Index.