Structured Products Volume 2 Equity; Commodity; Credit and New Markets (The Das Swaps and Financial Derivatives Library)

by Das, Satyajit

• ISBN13: 9780470821671
• ISBN10: 0470821671
• Edition: 1st
• Format: Hardcover
• Copyright: 2005-10-24
• Publisher: WILEY

Summary

Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets. EQUITY LINKED STRUCTURES 1 Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps 2. Convertible Securities 3. Structured Convertible Securities 4. Equity Linked Notes 5. Equity Derivatives - Investor Applications 6. Equity Capital Management - Corporate Finance Applications of Equity Derivatives COMMODITY LINKED STRUCTURES 7. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Commodity Linked Notes 8. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets 9. Commodity Derivatives - Metal Markets 10. Commodity Derivatives - Agricultural and Other Markets CREDIT DERVIATIVES 11. Credit Derivative Products 12. Credit Linked Notes/Collateralised Debt Obligations 13. Credit Derivatives/Default Risk - Pricing and Modelling 14. Credit Derivatives - Applications/Markets NEW MARKETS 15. Inflation Indexed Notes and Derivatives. 16. Alternative Risk Transfer/Insurance Derivatives 17. Weather Derivatives 18. New Markets - Property; Bandwidth; Macro-Economic and Environmental Derivatives 19. Tax and Structured Derivatives Transactions EVOLUTION OF DERIVATIVES MARKETS 20. Electronic Markets and Derivatives Trading 21. Financial Derivatives - Evolution and Prospects

Author Biography

Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia.

Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.

Das holds Bachelors’ degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.

Table of Contents

EQUITY LINKED STRUCTURES

55. Equity Derivatives – Equity Futures; Equity Options/Warrants & Equity Swaps

56. Convertible Securities

57. Structured Convertible Securities

58. Equity Linked Notes

59. Equity Derivatives – Investor Applications

60. Equity Capital Management – Corporate Finance Applications of Equity Derivatives

COMMODITY LINKED STRUCTURES

61. Commodity Derivatives – Commodity Futures/Options, Commodity Swaps and Commodity Linked Notes

62. Commodity Derivatives – Energy (Oil, Natural Gas and Electricity) Markets

63. Commodity Derivatives – Metal Markets

64. Commodity Derivatives – Agricultural and Other Markets

CREDIT DERVIATIVES

65. Credit Derivative Products

66. Credit Linked Notes/Collateralised Debt Obligations

67. Credit Derivatives/Default Risk – Pricing and Modelling

68. Credit Derivatives – Applications/Markets

NEW MARKETS

69. Inflation Indexed Notes and Derivatives.

70. Alternative Risk Transfer/Insurance Derivatives

71. Weather Derivatives

72. New Markets – Property; Bandwidth; Macro-Economic & Environmental Derivatives

73. Tax and Structured Derivatives Transactions

EVOLUTION OF DERIVATIVES MARKETS

74. Electronic Markets and Derivatives Trading

75. Financial Derivatives – Evolution and Prospects