Call Boomerang Books 1300 36 33 32

Description - Synthetic and Structured Assets by E. Banks

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.

Buy Synthetic and Structured Assets by E. Banks from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780470017135
ISBN-10: 0470017139
Format: Hardback
(250mm x 181mm x 22mm)
Pages: 280
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 10-Feb-2006
Country of Publication: United Kingdom

Book Reviews - Synthetic and Structured Assets by E. Banks

» Have you read this book? We'd like to know what you think about it - write a review about Synthetic and Structured Assets book by E. Banks and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Author Biography - E. Banks

Erik Banks is an independent risk consultant and financial author who has been active in the investment banking sector for 20 years. Erik has held senior risk management positions at Merrill Lynch, XL Capital, and Citibank in New York, Tokyo, London, and Hong Kong, and has written 20 books on derivatives, risk, emerging markets, and merchant banking, including the JohnWiley titles The Simple Rules of Risk, Exchange-Traded Derivatives, Alternative Risk Transfer, and Catastrophic Risk. He lives in Maine with his wife, Milena, and their horses and dogs.

Books By E. Banks

Risk and Financial Catastrophe by E. Banks
Hardback, August 2009
Weather Risk Management by E. Banks
Hardback, November 2001
Liquidity Risk by E. Banks
Hardback, September 2004
Dark Pools by E. Banks
Hardback, October 2014