Fixed-Income Synthetic Assets: Packaging, Pricing, and Trading Strategies for Financial ProfessionalsISBN: 978-0-471-55162-1
Hardcover
320 pages
November 1992
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Partial table of contents:
THE BUILDING BLOCKS OF SYNTHETIC ASSETS.
Present Value, Compound Interest, and Total Returns.
Forward Rates and Spot Rates.
Duration and Convexity.
SYNTHETIC MONEY MARKET SECURITIES.
A Survey of Cash Money Market Securities.
Repos, Reverse Repos, and Dollar Rolls.
Treasury Bill Futures.
Eurodollar Futures and International Money Markets.
Floating Rate Notes.
SYNTHETIC NOTES, BONDS, AND OPTIONS.
Creating Duration.
Creating Convexity.
Creating Other Synthetic Assets.
SYNTHETIC FIXED-INCOME PORTFOLIOS.
Creating Portfolio Duration.
Designing Portfolio Returns.
VARIATIONS ON A THEME.
Equity- and Commodity-Linked Securities.
Synthetic Option Strategies.
Appendices.
Glossary.
Index.
THE BUILDING BLOCKS OF SYNTHETIC ASSETS.
Present Value, Compound Interest, and Total Returns.
Forward Rates and Spot Rates.
Duration and Convexity.
SYNTHETIC MONEY MARKET SECURITIES.
A Survey of Cash Money Market Securities.
Repos, Reverse Repos, and Dollar Rolls.
Treasury Bill Futures.
Eurodollar Futures and International Money Markets.
Floating Rate Notes.
SYNTHETIC NOTES, BONDS, AND OPTIONS.
Creating Duration.
Creating Convexity.
Creating Other Synthetic Assets.
SYNTHETIC FIXED-INCOME PORTFOLIOS.
Creating Portfolio Duration.
Designing Portfolio Returns.
VARIATIONS ON A THEME.
Equity- and Commodity-Linked Securities.
Synthetic Option Strategies.
Appendices.
Glossary.
Index.
Related Titles
Institutional & Corporate Finance
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