Financial instruments and markets: a casebook
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
J. Wiley & Sons
c2006
|
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents only Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | VIII,648 S. graph. Darst. 26 cm |
| ISBN: | 0471737674 |
Internformat
MARC
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| 264 | 1 | |a Hoboken, NJ |b J. Wiley & Sons |c c2006 | |
| 300 | |a VIII,648 S. |b graph. Darst. |c 26 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Instruments dérivés (Finances) | |
| 650 | 4 | |a Instruments financiers | |
| 650 | 4 | |a Marché financier | |
| 650 | 4 | |a Valeurs mobilières à revenus fixes | |
| 650 | 4 | |a Financial instruments | |
| 650 | 4 | |a Fixed-income securities | |
| 650 | 4 | |a Derivative securities | |
| 650 | 4 | |a Capital market | |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
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| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Chacko, George |d 1967- |e Sonstige |0 (DE-588)124785514 |4 oth | |
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Datensatz im Suchindex
| _version_ | 1805071520990494720 |
|---|---|
| adam_text |
Table of Contents
Acknowledgments iii
About the Authors v
1 Introduction 1
Section 1: FIXED INCOME SECURITIES
MODULE FI 1: FIXED INCOME SECURITIES: CONCEPTS 25
2 Reading Note—Note on Bond Valuation and Returns 27
3 Case—Deutsche Bank: Finding Relative Value Trades 43
4 Reading Note—Note on Duration and Convexity 50
5 Case—Ticonderoga: Inverse Floating Rate Bond 59
6 Case—100 Year Liabilities at Prudential Insurance 62
MODULE FI 2: FIXED INCOME SECURITIES: APPLICATIONS 77
7 Case—Deutsche Bank: Discussing the Equity Risk Premium 79
8 Case—Swedish Lottery Bonds 88
9 Case—Bank Leu's Prima Cat Bond Fund 111
10 Case—Catastrophe Bonds at Swiss Re 136
11 Case—Mortgage Backs at Ticonderoga 163
12 Case—KAMCO and the Cross Border Seeuritization of
Korean Non Performing Loans 178
13 Case—Nexgen: Structuring Collateralized Debt Obligations (CDOs) 215
14 Reading Note—Note on Forward Contracts and Swaps 226
15 Case—The Enron Odyssey (A): The Special Purpose of "SPEs" 237
Section 2: DERIVATIVE SECURITIES (EQUITY AND INTEREST RATE OPTIONS)
MODULE DS 1: EQUITY OPTIONS: CONCEPTS 263
16 Reading Note—Note on Basic Option Properties 265
17 Case—Dell Computer Corporation: Share Repurchase Program 278
18 Reading Note—Note on Option Valuation 289
19 Case—Sally Jameson—1999 304
vii
viii • Table of Contents
MODULE DS 2: EQUITY OPTIONS: APPLICATIONS 315
20 Case—Pine Street Capital 317
21 Case—Tribune Company: The PHONES Proposal 333
22 Case—Cox Communications, Inc., 1999 364
23 Case—DigaMem Inc. 382
24 Case—ALZA and Bio Electro Systems (A): Technological
and Financial Innovation 408
MODULE DS 3: CREDIT DERIVATIVES 439
25 Reading Note—Note on Credit Derivatives 441
26 Case—First American Bank: Credit Default Swaps 456
27 Case—Morgan Stanley and TRAC X: The Battle for the CDS
Indexes Market 473
MODULE DS 4: INTEREST RATE DERIVATIVES 487
28 Reading Note—Introduction to Interest Rate Options 489
29 Case—Advising on Currency Risk at ICICI Bank 499
MODULE DS 5: EQUITY AND OPTIONS EXCHANGES 517
30 Case—Deutsche Borse 519
31 Case—The Chicago Board Options Exchange (CBOE) 550
32 Case—The International Securities Exchange: New Ground
in Options Markets 578
MODULE DS 6: REAL OPTIONS 615
33 Case—RTY Telecom: Network Expansion 617
Index 635 |
| adam_txt |
Table of Contents
Acknowledgments iii
About the Authors v
1 Introduction 1
Section 1: FIXED INCOME SECURITIES
MODULE FI 1: FIXED INCOME SECURITIES: CONCEPTS 25
2 Reading Note—Note on Bond Valuation and Returns 27
3 Case—Deutsche Bank: Finding Relative Value Trades 43
4 Reading Note—Note on Duration and Convexity 50
5 Case—Ticonderoga: Inverse Floating Rate Bond 59
6 Case—100 Year Liabilities at Prudential Insurance 62
MODULE FI 2: FIXED INCOME SECURITIES: APPLICATIONS 77
7 Case—Deutsche Bank: Discussing the Equity Risk Premium 79
8 Case—Swedish Lottery Bonds 88
9 Case—Bank Leu's Prima Cat Bond Fund 111
10 Case—Catastrophe Bonds at Swiss Re 136
11 Case—Mortgage Backs at Ticonderoga 163
12 Case—KAMCO and the Cross Border Seeuritization of
Korean Non Performing Loans 178
13 Case—Nexgen: Structuring Collateralized Debt Obligations (CDOs) 215
14 Reading Note—Note on Forward Contracts and Swaps 226
15 Case—The Enron Odyssey (A): The Special Purpose of "SPEs" 237
Section 2: DERIVATIVE SECURITIES (EQUITY AND INTEREST RATE OPTIONS)
MODULE DS 1: EQUITY OPTIONS: CONCEPTS 263
16 Reading Note—Note on Basic Option Properties 265
17 Case—Dell Computer Corporation: Share Repurchase Program 278
18 Reading Note—Note on Option Valuation 289
19 Case—Sally Jameson—1999 304
vii
viii • Table of Contents
MODULE DS 2: EQUITY OPTIONS: APPLICATIONS 315
20 Case—Pine Street Capital 317
21 Case—Tribune Company: The PHONES Proposal 333
22 Case—Cox Communications, Inc., 1999 364
23 Case—DigaMem Inc. 382
24 Case—ALZA and Bio Electro Systems (A): Technological
and Financial Innovation 408
MODULE DS 3: CREDIT DERIVATIVES 439
25 Reading Note—Note on Credit Derivatives 441
26 Case—First American Bank: Credit Default Swaps 456
27 Case—Morgan Stanley and TRAC X: The Battle for the CDS
Indexes Market 473
MODULE DS 4: INTEREST RATE DERIVATIVES 487
28 Reading Note—Introduction to Interest Rate Options 489
29 Case—Advising on Currency Risk at ICICI Bank 499
MODULE DS 5: EQUITY AND OPTIONS EXCHANGES 517
30 Case—Deutsche Borse 519
31 Case—The Chicago Board Options Exchange (CBOE) 550
32 Case—The International Securities Exchange: New Ground
in Options Markets 578
MODULE DS 6: REAL OPTIONS 615
33 Case—RTY Telecom: Network Expansion 617
Index 635 |
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| illustrated | Illustrated |
| index_date | 2024-07-02T15:26:27Z |
| indexdate | 2024-07-20T04:39:08Z |
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| isbn | 0471737674 |
| language | English |
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| spelling | Financial instruments and markets a casebook George C. Chacko ... [et al.] Financial instruments & markets Hoboken, NJ J. Wiley & Sons c2006 VIII,648 S. graph. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Instruments dérivés (Finances) Instruments financiers Marché financier Valeurs mobilières à revenus fixes Financial instruments Fixed-income securities Derivative securities Capital market Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzinstrument (DE-588)4461672-7 gnd rswk-swf Finanzinstrument (DE-588)4461672-7 s Kreditmarkt (DE-588)4073788-3 s DE-604 Chacko, George 1967- Sonstige (DE-588)124785514 oth http://www.loc.gov/catdir/enhancements/fy0645/2005028957-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy0645/2005028957-t.html Table of contents only HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014944585&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Financial instruments and markets a casebook Instruments dérivés (Finances) Instruments financiers Marché financier Valeurs mobilières à revenus fixes Financial instruments Fixed-income securities Derivative securities Capital market Kreditmarkt (DE-588)4073788-3 gnd Finanzinstrument (DE-588)4461672-7 gnd |
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| title | Financial instruments and markets a casebook |
| title_alt | Financial instruments & markets |
| title_auth | Financial instruments and markets a casebook |
| title_exact_search | Financial instruments and markets a casebook |
| title_exact_search_txtP | Financial instruments and markets a casebook |
| title_full | Financial instruments and markets a casebook George C. Chacko ... [et al.] |
| title_fullStr | Financial instruments and markets a casebook George C. Chacko ... [et al.] |
| title_full_unstemmed | Financial instruments and markets a casebook George C. Chacko ... [et al.] |
| title_short | Financial instruments and markets |
| title_sort | financial instruments and markets a casebook |
| title_sub | a casebook |
| topic | Instruments dérivés (Finances) Instruments financiers Marché financier Valeurs mobilières à revenus fixes Financial instruments Fixed-income securities Derivative securities Capital market Kreditmarkt (DE-588)4073788-3 gnd Finanzinstrument (DE-588)4461672-7 gnd |
| topic_facet | Instruments dérivés (Finances) Instruments financiers Marché financier Valeurs mobilières à revenus fixes Financial instruments Fixed-income securities Derivative securities Capital market Kreditmarkt Finanzinstrument |
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