Structured Products and Hybrid Securities
Structured Products and Hybrid Securities is both a comprehensive introduction to the booming 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. It features increased or entirely new coverage of equity-linked notes, convertible pricing, credit-linked notes, inflation linked securities, and CAT insurance linked bonds.
This book covered topics such as interest rate, currency, commodity, equity, credit, inflation, and insurance linked notes.
Table of Contents
Preface
About the Author
About the Contributors
Introduction
Callable Bonds
Concept, Valuation, and Applications
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
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