Structured Products and Hybrid Securities by Satyajit Das, Hardcover | Barnes & Noble
Structured Products and Hybrid Securities

Structured Products and Hybrid Securities

by Satyajit Das
     
 

This book is both a comprehensive introduction to the booming ($200 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

Overview

This book is both a comprehensive introduction to the booming ($200 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.

Editorial Reviews

Booknews
With the intention of bringing all aspects of structured products into a single cohesive framework, this book discusses the structuring and design of the instruments themselves, the pricing, valuation, and trading of them, and the rationale for individual structures. The coverage extends to structured notes, entailing exposure to all asset classes. Structured notes featuring linkages to debt/interest rates, currencies, commodities, and equity are all considered. The book also covers structured notes with embedded exotic options, credit-linked transaction structures, insurance-linked structures, and inflation- linked bonds. The focus is global, with discussion of transactions in both developing and emerging markets. Das is a financial and risk management consultant. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9780471847755
Publisher:
Wiley
Publication date:
01/23/2001
Series:
Frontiers in Finance Series
Edition description:
2ND
Pages:
1129
Product dimensions:
6.59(w) x 9.34(h) x 2.45(d)

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