Research Catalog
The structured note market : the definitive guide for investors, traders & issuers
- Title
- The structured note market : the definitive guide for investors, traders & issuers / Scott Y. Peng & Ravi E. Dattatreya.
- Author
- Peng, Scott Y.
- Publication
- Chicago : Probus Pub. Co., [1995], ©1995.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG4651 .P45 1995g | Off-site |
Holdings
Details
- Additional Authors
- Dattatreya, Ravi E.
- Description
- xi, 401 pages : illustrations; 24 cm
- Subject
- Contents
- 1. Introduction -- 2. Structured Note Risk and Performance Measurement -- 3. Deterministic Analysis -- 4. Simulation Analysis -- 5. First Generation Structures -- 6. Second Generation Structures -- 7. Cross-Category Notes -- 8. Creation and Customization of Structured Notes -- 9. Structured Notes and Portfolio Management -- 10. Structured Notes Versus Cash and Futures -- 11. Structured Note Valuation in the Secondary Market -- 12. Looking Forward.
- ISBN
- 1557388261
- OCLC
- ocm32040497
- Owning Institutions
- Columbia University Libraries