Structured Products & Hybrid Securities
Structured Products & Hybrid Securities
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发表时间:
2000-12
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通讯作者:
Satyajit Das
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作者:
Satyajit Das
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.