Synthetic and Structured Assets
by Erik Banks
|
Platforms
Windows Vista / XP / 2000, Mac OS X, Sony Reader Features
|
Availability:
Download Now Price: $143.00
|
Synthetic and Structured Assets Summary
| Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked securities. Two introductory chapters will outline the scope of the market, key definitions, participant motivations/goals, economics of structuring and synthetic replication, and the central ""building blocks"" used in the creation of synthetic/structured assets (including on-balance sheet assets and liabilities, derivatives, shelf registration debt programs, private placements, trusts, and special purpose entities). Eight product chapters will then examine the main instruments of the marketplace: mortgage- and asset-backed securities, stripped/reconstituted government securities, collateralized debt obligations, structured notes, insurance-linked securities, exchange-traded funds, convertible bond variations, and derivatives/synthetic asset replication. Each product chapter will contain product descriptions, structural features (e.g., trading conventions, settlement), arbitrage/investment drivers, and various worked examples and diagrams that emphasize practical investment and risk applications; financial mathematics will be kept to a minimum. A concluding chapter will review the essential risk, legal, regulatory, and accounting features of synthetic and structured assets in the world's major markets. |
|
|
eBooks > Titles > Authors > Business > Financial Planning > Erik Banks > Synthetic and Structured Assets
| Home | Directory | Search | Ordering Instructions | Store Policies | Help Desk | About Us |
Copyright © 2000-2009 eBookMall, Inc.
|