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Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks
Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : Wiley, c2004
Descrizione fisica 1 online resource (240 p.)
Disciplina 658.15/5
Collana Wiley finance series
Soggetto topico Finance
Risk management
Capital market
Risk (Insurance)
Reinsurance
ISBN 1-118-67327-1
1-283-37254-1
9786613372543
0-470-85746-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Alternative Risk Transfer; Contents; Acknowledgements; Biography; PART I: RISK AND THE ART MARKET; 1 Overview of Risk Management; 1.1 Risk and return; 1.2 Active risk management; 1.2.1 Risk management processes; 1.2.2 Risk management techniques; 1.2.3 General risk management considerations; 1.3 Risk concepts; 1.3.1 Expected value and variance; 1.3.2 Risk aversion; 1.3.3 Risk transfer and the insurance mechanism; 1.3.4 Diversification and risk pooling; 1.3.5 Hedging; 1.3.6 Moral hazard, adverse selection and basis risk; 1.3.7 Non-insurance transfers; 1.4 Outline of the book
2 Risk Management Drivers: Theoretical Motivations, Benefits, and Costs 2.1 Maximizing enterprise value; 2.2 The decision framework; 2.2.1 Replacement and abandonment; 2.2.2 Costs and benefits of loss control; 2.2.3 Costs and benefits of loss financing; 2.2.4 Costs and benefits of risk reduction; 2.3 Coping with market cycles; 2.3.1 Insurance pricing; 2.3.2 Hard versus soft markets; 2.4 Accessing new risk capacity; 2.5 Diversifying the credit risk of intermediaries; 2.6 Managing enterprise risks intelligently; 2.7 Reducing taxes; 2.8 Overcoming regulatory barriers
2.9 Capitalizing on deregulation 3 The ART Market and its Participants; 3.1 A definition of ART; 3.2 Origins and background of ART; 3.3 Market participants; 3.3.1 Insurers and reinsurers; 3.3.2 Investment, commercial, and universal banks; 3.3.3 Corporate end-users; 3.3.4 Investors/capital providers; 3.3.5 Insurance agents and brokers; 3.4 Product and market convergence; PART II: INSURANCE AND REINSURANCE; 4 Primary Insurance/Reinsurance Contracts; 4.1 Insurance concepts; 4.2 Insurance and loss financing; 4.3 Primary insurance contracts; 4.3.1 Maximum risk transfer contracts
4.3.2 Minimal risk transfer contracts 4.3.3 Layered insurance coverage; 4.4 Reinsurance and retrocession contracts; 4.4.1 Facultative and treaty reinsurance; 4.4.2 Quota share, surplus share, excess of loss, and reinsurance pools; 4.4.3 Finite reinsurance; 5 Captives; 5.1 Using captives to retain risks; 5.1.1 Background and function; 5.1.2 Benefits and costs; 5.2 Forms of captives; 5.2.1 Pure captives; 5.2.2 Sister captives; 5.2.3 Group captives; 5.2.4 Rent-a-captives and protected cell companies; 5.2.5 Risk retention groups; 5.3 Tax consequences; 6 Multi-risk Products
6.1 Multiple peril products 6.2 Multiple trigger products; PART III: CAPITAL MARKETS; 7 Capital Markets Issues and Securitization; 7.1 Overview of securitization; 7.2 Insurance-linked securities; 7.2.1 Overview; 7.2.2 Costs and benefits; 7.3 Structural features; 7.3.1 Issuing vehicles; 7.3.2 Triggers; 7.3.3 Tranches; 7.4 Catastrophe bonds; 7.4.1 Hurricane; 7.4.2 Earthquake; 7.4.3 Windstorm; 7.4.4 Multiple cat peril ILS and peril by tranche ILS; 7.4.5 Bond/derivative variations; 7.5 Other insurance-linked securities; 8 Contingent Capital Structures; 8.1 Creating post-loss financing products
8.2 Contingent debt
Record Nr. UNINA-9910143476703321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : Wiley, c2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks
Alternative risk transfer [[electronic resource] ] : integrated risk management through insurance, reinsurance, and the capital markets / / Erik Banks
Autore Banks Erik
Edizione [1st ed.]
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : Wiley, c2004
Descrizione fisica 1 online resource (240 p.)
Disciplina 658.15/5
Collana Wiley finance series
Soggetto topico Finance
Risk management
Capital market
Risk (Insurance)
Reinsurance
ISBN 1-118-67327-1
1-283-37254-1
9786613372543
0-470-85746-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Alternative Risk Transfer; Contents; Acknowledgements; Biography; PART I: RISK AND THE ART MARKET; 1 Overview of Risk Management; 1.1 Risk and return; 1.2 Active risk management; 1.2.1 Risk management processes; 1.2.2 Risk management techniques; 1.2.3 General risk management considerations; 1.3 Risk concepts; 1.3.1 Expected value and variance; 1.3.2 Risk aversion; 1.3.3 Risk transfer and the insurance mechanism; 1.3.4 Diversification and risk pooling; 1.3.5 Hedging; 1.3.6 Moral hazard, adverse selection and basis risk; 1.3.7 Non-insurance transfers; 1.4 Outline of the book
2 Risk Management Drivers: Theoretical Motivations, Benefits, and Costs 2.1 Maximizing enterprise value; 2.2 The decision framework; 2.2.1 Replacement and abandonment; 2.2.2 Costs and benefits of loss control; 2.2.3 Costs and benefits of loss financing; 2.2.4 Costs and benefits of risk reduction; 2.3 Coping with market cycles; 2.3.1 Insurance pricing; 2.3.2 Hard versus soft markets; 2.4 Accessing new risk capacity; 2.5 Diversifying the credit risk of intermediaries; 2.6 Managing enterprise risks intelligently; 2.7 Reducing taxes; 2.8 Overcoming regulatory barriers
2.9 Capitalizing on deregulation 3 The ART Market and its Participants; 3.1 A definition of ART; 3.2 Origins and background of ART; 3.3 Market participants; 3.3.1 Insurers and reinsurers; 3.3.2 Investment, commercial, and universal banks; 3.3.3 Corporate end-users; 3.3.4 Investors/capital providers; 3.3.5 Insurance agents and brokers; 3.4 Product and market convergence; PART II: INSURANCE AND REINSURANCE; 4 Primary Insurance/Reinsurance Contracts; 4.1 Insurance concepts; 4.2 Insurance and loss financing; 4.3 Primary insurance contracts; 4.3.1 Maximum risk transfer contracts
4.3.2 Minimal risk transfer contracts 4.3.3 Layered insurance coverage; 4.4 Reinsurance and retrocession contracts; 4.4.1 Facultative and treaty reinsurance; 4.4.2 Quota share, surplus share, excess of loss, and reinsurance pools; 4.4.3 Finite reinsurance; 5 Captives; 5.1 Using captives to retain risks; 5.1.1 Background and function; 5.1.2 Benefits and costs; 5.2 Forms of captives; 5.2.1 Pure captives; 5.2.2 Sister captives; 5.2.3 Group captives; 5.2.4 Rent-a-captives and protected cell companies; 5.2.5 Risk retention groups; 5.3 Tax consequences; 6 Multi-risk Products
6.1 Multiple peril products 6.2 Multiple trigger products; PART III: CAPITAL MARKETS; 7 Capital Markets Issues and Securitization; 7.1 Overview of securitization; 7.2 Insurance-linked securities; 7.2.1 Overview; 7.2.2 Costs and benefits; 7.3 Structural features; 7.3.1 Issuing vehicles; 7.3.2 Triggers; 7.3.3 Tranches; 7.4 Catastrophe bonds; 7.4.1 Hurricane; 7.4.2 Earthquake; 7.4.3 Windstorm; 7.4.4 Multiple cat peril ILS and peril by tranche ILS; 7.4.5 Bond/derivative variations; 7.5 Other insurance-linked securities; 8 Contingent Capital Structures; 8.1 Creating post-loss financing products
8.2 Contingent debt
Record Nr. UNINA-9910810591603321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : Wiley, c2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Catastrophic risk [[electronic resource] ] : analysis and management / / Erik Banks
Catastrophic risk [[electronic resource] ] : analysis and management / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : J. Wiley & Sons, c2005
Descrizione fisica 1 online resource (192 p.)
Disciplina 658.155
Collana [Wiley finance]
Soggetto topico Risk management
Soggetto genere / forma Electronic books.
ISBN 1-118-67349-2
1-280-23836-4
9786610238361
0-470-01545-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Catastrophe and risk -- Risk identification I : perils -- Risk identification II : regional vulnerability -- Modeling catastrophic risk -- Catastrophe and the risk management framework -- Catastrophe insurance and reinsurance -- Catastrophe bonds and contingent capital -- Catastrophe derivatives -- Public sector management and financing -- Outlook and conclusion.
Record Nr. UNINA-9910143697703321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : J. Wiley & Sons, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Catastrophic risk [[electronic resource] ] : analysis and management / / Erik Banks
Catastrophic risk [[electronic resource] ] : analysis and management / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : J. Wiley & Sons, c2005
Descrizione fisica 1 online resource (192 p.)
Disciplina 658.155
Collana [Wiley finance]
Soggetto topico Risk management
ISBN 1-118-67349-2
1-280-23836-4
9786610238361
0-470-01545-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Catastrophe and risk -- Risk identification I : perils -- Risk identification II : regional vulnerability -- Modeling catastrophic risk -- Catastrophe and the risk management framework -- Catastrophe insurance and reinsurance -- Catastrophe bonds and contingent capital -- Catastrophe derivatives -- Public sector management and financing -- Outlook and conclusion.
Record Nr. UNINA-9910830507203321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : J. Wiley & Sons, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Catastrophic risk [[electronic resource] ] : analysis and management / / Erik Banks
Catastrophic risk [[electronic resource] ] : analysis and management / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : J. Wiley & Sons, c2005
Descrizione fisica 1 online resource (192 p.)
Disciplina 658.155
Collana [Wiley finance]
Soggetto topico Risk management
ISBN 1-118-67349-2
1-280-23836-4
9786610238361
0-470-01545-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Catastrophe and risk -- Risk identification I : perils -- Risk identification II : regional vulnerability -- Modeling catastrophic risk -- Catastrophe and the risk management framework -- Catastrophe insurance and reinsurance -- Catastrophe bonds and contingent capital -- Catastrophe derivatives -- Public sector management and financing -- Outlook and conclusion.
Record Nr. UNINA-9910840932103321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : J. Wiley & Sons, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Synthetic and structured assets [[electronic resource] ] : a practical guide to investment and risk / / Erik Banks
Synthetic and structured assets [[electronic resource] ] : a practical guide to investment and risk / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006
Descrizione fisica 1 online resource (280 p.)
Disciplina 332.6
332.63/2
Collana Wiley finance
Soggetto topico Securities
Structured notes (Securities)
Derivative securities
Soggetto genere / forma Electronic books.
ISBN 1-119-20692-8
1-280-33970-5
9786610339709
0-470-03153-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Synthetic and Structured Assets: A Practical Guide to Investment and Risk; Contents; Acknowledgements; About the author; 1 Introduction to Synthetic and Structured Assets; 1.1 Development of structured and synthetic assets; 1.2 Drivers of market activity; 1.3 New product design; 1.4 Overview of the text; 2 Financial Building Blocks; 2.1 Introduction; 2.2 Concepts; 2.2.1 Risks; 2.2.2 Time value of money and interest rates; 2.3 Derivative instruments; 2.3.1 Derivatives; 2.4 Host securities/liabilities; 2.4.1 Public notes/shelf registrations; 2.4.2 Private placements; 2.4.3 Transferable loans
2.5 Issuing/repackaging vehicles2.5.1 Special purpose entities; 2.5.2 Trusts; 2.5.3 Investment companies and partnerships; 2.6 Financial engineering and product design; 3 Callable, Puttable, and Stripped Securities; 3.1 Introduction; 3.2 Development and market drivers; 3.3 Product mechanics and applications; 3.3.1 Callable bonds; 3.3.2 Puttable bonds; 3.3.3 Stripped securities; 4 Mortgage-and Asset-backed Securities; 4.1 Introduction; 4.2 Development and market drivers; 4.3 Product mechanics and applications; 4.3.1 Mortgage-backed securities; 4.3.2 Asset-backed securities
5 Structured Notes and Loans5.1 Introduction; 5.2 Development and market drivers; 5.3 Product mechanics and applications; 5.3.1 General structural issues; 5.3.2 Interest-rate-linked notes; 5.3.3 Currency-linked notes; 5.3.4 Commodity-linked notes and loans; 5.3.5 Equity-linked notes; 5.3.6 Credit-linked notes; 6 Collateralized Debt Obligations; 6.1 Introduction; 6.2 Development and market drivers; 6.3 Product mechanics and applications; 6.3.1 General structural issues; 6.3.2 Cash flow CDOs and market value CDOs; 6.3.3 Balance sheet and arbitrage CDOs; 6.3.4 Structured and synthetic CDOs
7 Insurance-linked Securities and Contingent Capital7.1 Introduction; 7.2 Development and market drivers; 7.3 Product mechanics and applications; 7.3.1 Insurance-linked securities; 7.3.2 Contingent capital structures; 8 Convertible Bonds and Equity Hybrids; 8.1 Introduction; 8.2 Development and market drivers; 8.3 Product mechanics and applications; 8.3.1 Convertible bonds and variations; 8.3.2 Bonds with warrants; 8.3.3 Buy/write (covered call)securities; 8.3.4 Other equity hybrids; 9 Investment Funds; 9.1 Introduction; 9.2 Development and market drivers
9.3 Product mechanics and applications9.3.1 Structure, diversification, and management; 9.3.2 Open-end funds; 9.3.3 Closed-end funds; 9.3.4 Hedge funds; 9.3.5 Exchange-traded funds; 10 Derivative Replication, Repackaging, and Structuring; 10.1 Introduction; 10.2 Development and market drivers; 10.3 Product mechanics and applications; 10.3.1 Synthetic long and short option and swap positions; 10.3.2 Multiple swap/option positions; 10.3.3 Asset swaps, liability swaps, and callable/puttable asset swap packages; 10.3.4 Credit derivatives and synthetic credit positions
11 Risk, Legal, and Regulatory Issues
Record Nr. UNINA-9910143728603321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Synthetic and structured assets [[electronic resource] ] : a practical guide to investment and risk / / Erik Banks
Synthetic and structured assets [[electronic resource] ] : a practical guide to investment and risk / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006
Descrizione fisica 1 online resource (280 p.)
Disciplina 332.6
332.63/2
Collana Wiley finance
Soggetto topico Securities
Structured notes (Securities)
Derivative securities
ISBN 1-119-20692-8
1-280-33970-5
9786610339709
0-470-03153-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Synthetic and Structured Assets: A Practical Guide to Investment and Risk; Contents; Acknowledgements; About the author; 1 Introduction to Synthetic and Structured Assets; 1.1 Development of structured and synthetic assets; 1.2 Drivers of market activity; 1.3 New product design; 1.4 Overview of the text; 2 Financial Building Blocks; 2.1 Introduction; 2.2 Concepts; 2.2.1 Risks; 2.2.2 Time value of money and interest rates; 2.3 Derivative instruments; 2.3.1 Derivatives; 2.4 Host securities/liabilities; 2.4.1 Public notes/shelf registrations; 2.4.2 Private placements; 2.4.3 Transferable loans
2.5 Issuing/repackaging vehicles2.5.1 Special purpose entities; 2.5.2 Trusts; 2.5.3 Investment companies and partnerships; 2.6 Financial engineering and product design; 3 Callable, Puttable, and Stripped Securities; 3.1 Introduction; 3.2 Development and market drivers; 3.3 Product mechanics and applications; 3.3.1 Callable bonds; 3.3.2 Puttable bonds; 3.3.3 Stripped securities; 4 Mortgage-and Asset-backed Securities; 4.1 Introduction; 4.2 Development and market drivers; 4.3 Product mechanics and applications; 4.3.1 Mortgage-backed securities; 4.3.2 Asset-backed securities
5 Structured Notes and Loans5.1 Introduction; 5.2 Development and market drivers; 5.3 Product mechanics and applications; 5.3.1 General structural issues; 5.3.2 Interest-rate-linked notes; 5.3.3 Currency-linked notes; 5.3.4 Commodity-linked notes and loans; 5.3.5 Equity-linked notes; 5.3.6 Credit-linked notes; 6 Collateralized Debt Obligations; 6.1 Introduction; 6.2 Development and market drivers; 6.3 Product mechanics and applications; 6.3.1 General structural issues; 6.3.2 Cash flow CDOs and market value CDOs; 6.3.3 Balance sheet and arbitrage CDOs; 6.3.4 Structured and synthetic CDOs
7 Insurance-linked Securities and Contingent Capital7.1 Introduction; 7.2 Development and market drivers; 7.3 Product mechanics and applications; 7.3.1 Insurance-linked securities; 7.3.2 Contingent capital structures; 8 Convertible Bonds and Equity Hybrids; 8.1 Introduction; 8.2 Development and market drivers; 8.3 Product mechanics and applications; 8.3.1 Convertible bonds and variations; 8.3.2 Bonds with warrants; 8.3.3 Buy/write (covered call)securities; 8.3.4 Other equity hybrids; 9 Investment Funds; 9.1 Introduction; 9.2 Development and market drivers
9.3 Product mechanics and applications9.3.1 Structure, diversification, and management; 9.3.2 Open-end funds; 9.3.3 Closed-end funds; 9.3.4 Hedge funds; 9.3.5 Exchange-traded funds; 10 Derivative Replication, Repackaging, and Structuring; 10.1 Introduction; 10.2 Development and market drivers; 10.3 Product mechanics and applications; 10.3.1 Synthetic long and short option and swap positions; 10.3.2 Multiple swap/option positions; 10.3.3 Asset swaps, liability swaps, and callable/puttable asset swap packages; 10.3.4 Credit derivatives and synthetic credit positions
11 Risk, Legal, and Regulatory Issues
Record Nr. UNINA-9910830425503321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Synthetic and structured assets [[electronic resource] ] : a practical guide to investment and risk / / Erik Banks
Synthetic and structured assets [[electronic resource] ] : a practical guide to investment and risk / / Erik Banks
Autore Banks Erik
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006
Descrizione fisica 1 online resource (280 p.)
Disciplina 332.6
332.63/2
Collana Wiley finance
Soggetto topico Securities
Structured notes (Securities)
Derivative securities
ISBN 1-119-20692-8
1-280-33970-5
9786610339709
0-470-03153-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Synthetic and Structured Assets: A Practical Guide to Investment and Risk; Contents; Acknowledgements; About the author; 1 Introduction to Synthetic and Structured Assets; 1.1 Development of structured and synthetic assets; 1.2 Drivers of market activity; 1.3 New product design; 1.4 Overview of the text; 2 Financial Building Blocks; 2.1 Introduction; 2.2 Concepts; 2.2.1 Risks; 2.2.2 Time value of money and interest rates; 2.3 Derivative instruments; 2.3.1 Derivatives; 2.4 Host securities/liabilities; 2.4.1 Public notes/shelf registrations; 2.4.2 Private placements; 2.4.3 Transferable loans
2.5 Issuing/repackaging vehicles2.5.1 Special purpose entities; 2.5.2 Trusts; 2.5.3 Investment companies and partnerships; 2.6 Financial engineering and product design; 3 Callable, Puttable, and Stripped Securities; 3.1 Introduction; 3.2 Development and market drivers; 3.3 Product mechanics and applications; 3.3.1 Callable bonds; 3.3.2 Puttable bonds; 3.3.3 Stripped securities; 4 Mortgage-and Asset-backed Securities; 4.1 Introduction; 4.2 Development and market drivers; 4.3 Product mechanics and applications; 4.3.1 Mortgage-backed securities; 4.3.2 Asset-backed securities
5 Structured Notes and Loans5.1 Introduction; 5.2 Development and market drivers; 5.3 Product mechanics and applications; 5.3.1 General structural issues; 5.3.2 Interest-rate-linked notes; 5.3.3 Currency-linked notes; 5.3.4 Commodity-linked notes and loans; 5.3.5 Equity-linked notes; 5.3.6 Credit-linked notes; 6 Collateralized Debt Obligations; 6.1 Introduction; 6.2 Development and market drivers; 6.3 Product mechanics and applications; 6.3.1 General structural issues; 6.3.2 Cash flow CDOs and market value CDOs; 6.3.3 Balance sheet and arbitrage CDOs; 6.3.4 Structured and synthetic CDOs
7 Insurance-linked Securities and Contingent Capital7.1 Introduction; 7.2 Development and market drivers; 7.3 Product mechanics and applications; 7.3.1 Insurance-linked securities; 7.3.2 Contingent capital structures; 8 Convertible Bonds and Equity Hybrids; 8.1 Introduction; 8.2 Development and market drivers; 8.3 Product mechanics and applications; 8.3.1 Convertible bonds and variations; 8.3.2 Bonds with warrants; 8.3.3 Buy/write (covered call)securities; 8.3.4 Other equity hybrids; 9 Investment Funds; 9.1 Introduction; 9.2 Development and market drivers
9.3 Product mechanics and applications9.3.1 Structure, diversification, and management; 9.3.2 Open-end funds; 9.3.3 Closed-end funds; 9.3.4 Hedge funds; 9.3.5 Exchange-traded funds; 10 Derivative Replication, Repackaging, and Structuring; 10.1 Introduction; 10.2 Development and market drivers; 10.3 Product mechanics and applications; 10.3.1 Synthetic long and short option and swap positions; 10.3.2 Multiple swap/option positions; 10.3.3 Asset swaps, liability swaps, and callable/puttable asset swap packages; 10.3.4 Credit derivatives and synthetic credit positions
11 Risk, Legal, and Regulatory Issues
Record Nr. UNINA-9910840848703321
Banks Erik  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui