Table of contents for Financial instruments and markets : a casebook / George C. Chacko ... [et al.].


Bibliographic record and links to related information available from the Library of Congress catalog


Information from electronic data provided by the publisher. May be incomplete or contain other coding.


Counter
Part I: Introduction
Part II: FIXED INCOME SECURITIES: CONCEPTS
Chapter 1:___________ Note on Bond Valuation & Returns____________
Chapter 2:___________ Deutsche Bank: Finding Relative Value Trades___ ___________
Chapter 3:___________ Note on Duration and Convexity_ ___________
Chapter 4:___________ Ticonderoga Capital: Inverse Floating Rate Bonds_________________________________________
Chapter 5:___________ 100-Year Liabilities at Prudential Insurance
Part III: FIXED INCOME SECURITIES: APPLICATIONS
Chapter 6:___________ Deutsche Bank: Discussing the Equity Risk Premium
Chapter 7:___________ Swedish Lottery Bonds_____________ _______________________
Chapter 8:___________ Bank Leu’s Prima Cat Bond Fond
Chapter 9:___________ Catastrophe Bonds at Swiss Re_________ _______________________
Chapter 10:___________ Mortgage Backs at Ticonderoga____ _______________________
Chapter 11:___________ KAMCO and the Cross-Border Securitization of Korean Non-Performing Loans
Chapter 12:___________ Nexgen: Structuring Collateralized Debt Obligations (CDOs)
Chapter 13:___________ Forward and Swap Contracts________ _______________________ ___________
Chapter 14:___________ The Enron Odyssey (A):The Special Purpose of SPEs
_Part IV: DERIVATIVE SECURITIES
_Chapter 15:___________ Risk Arbitrage: Abbott Labs and Alza (A)____________________________
Chapter 16:___________ Building Hedge Funds at Prospero Capital____________
Chapter 17:___________ Neeley University Investment Management Company
_Part V: EQUITY OPTIONS: CONCEPTS
Chapter 18:___________ Basic Option Properties________ _______________________ ___________
Chapter 19:___________ Dell Computer Corporation: Share Repurchase Program__________
Chapter 20:___________ Option Valuation
Chapter 21:___________ Sally Jameson: 1999
Part VI: EQUITY OPTIONS: APPLICATIONS
Chapter 22:___________ Pine Street Capital__ _______________________ _______________________
Chapter 23:___________ Tribune Company: The PHONES Proposal__________________________________________________________
Chapter 24:___________ Cox Communications, Inc, 1999_____ ___________
Chapter 25:___________ DigaMem, Inc.___________ _______________________ _______________________
Chapter 26:___________ ALZA and Bio-Electro Systems (A): Technological and Financial Innovation
_Part VII: CREDIT DERIVATIVES
Chapter 27:___________ Credit Risk Instruments______ _______________________ ___________
Chapter 28:___________ First American Bank: Credit Default Swaps_________________________
Chapter 29:___________ Morgan Stanley and TRAC-X: The Battle for the CDS Indexes Market
Part VIII: INTEREST RATE DERIVATIVES
Chapter 30:___________ Introduction to Interest Rate Options_______________________________________
Chapter 31:___________ Advising on Currency Risk at ICICI Bank_______________
Part IX: EQUITY AND OPTIONS EXCHANGES
Chapter 32:___________ Deutsche Borse__________ _______________________ _______________________
Chapter 33:___________ The Chicago Board Options Exchange_________________________________
Chapter 34:___________ The International Securities Exchange: New Ground in Options Markets
Part X: REAL OPTIONS
Chapter 35:___________ RTY Telecom: Network Expansion________ _______________________




Library of Congress subject headings for this publication:
Financial instruments.
Fixed-income securities.
Derivative securities.
Capital market.