Cases in Financial Engineering
Applied Studies of Financial Innovation
Published on 1. November 1994
Book
Hardback
704 pages
978-0-13-079419-2 (ISBN)
Description
Appropriate for courses in Futures and Options, Capital Markets, and Graduate Corporate Finance.
Featuring over 35 studies, this fascinating collection of cases offer readers a look into how major companies took bold steps to ensure their financial strength and superiority. The cases-all of which have been used at the Harvard Business School-were chosen for their ability to convey real products, real financial innovations, and real-world applications. Cases in Financial Innovation spans two decades, including recently financial- engineered products.
Featuring over 35 studies, this fascinating collection of cases offer readers a look into how major companies took bold steps to ensure their financial strength and superiority. The cases-all of which have been used at the Harvard Business School-were chosen for their ability to convey real products, real financial innovations, and real-world applications. Cases in Financial Innovation spans two decades, including recently financial- engineered products.
More details
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Dimensions
Height: 240 mm
Width: 195 mm
Thickness: 40 mm
Weight
1434 gr
ISBN-13
978-0-13-079419-2 (9780130794192)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Content
1. Financial Innovation and The Financial System.
2. Securities Innovation: A Historical and Functional Approach.
CASES.
1. Financial Engineering and Debt Securities.
1.1 Arbitrage Fundamentals..
Cougars. RJRCHC 1991. Arb in Government Bonds. Coca Cola-Harmless Warrants.
1.2 Taxes, Regulation and Accounting: Stimuli to Innovation.
Citicorp 1985. Note: Eurodollar Bond. New England Property and Casualty. Schroeders Perpetual. Metromedia.
1.3 Securitization.
Travelers. Note: MBS. Amex TRS Case. Lehman Case.
2. Financial Engineering and Equity Securities.
2.1 Addressing Information Asymmetries.
Arley. Avon PERCs. GM PERCs. ALZA series (A-B1-B2-C). British Telecom. RJR 1990. Sally Jameson.
2.2 Taxes, Regulation and Accounting: Stimuli to Innovation.
ARPPS. MMP. Dart and Kraft. Waste Management.
3. Managing Issuers' Exposures.
3.1 Managing Issuers' Exposures.
B.F. Goodrich-Rabobank. GM-Liab Management. State of CT Muni Swap. Walt Disney. Gaz de France. American Barrick. Enron.
3.2 Managing Investors' Exposures.
SLH (A&B). Goldman Sachs Nikkel Put Warrants. Commodity Linked Debt. Note: Commodity Futures. Fidelity Case. Diamond Shamrock Natomas. BEA Associates. LOR: Portfolio Insurance. LOR: SuperTrust.
FOUNDATION NOTES.
Note: U.S. Government Debt Markets. Note: Foreign Exchange. Note: FX Swaps. Note: Introduction to Options. Note: Option Pricing. Note: Contingent Claims Analysis. Note: Financial Futures. Note: Interest Rate Derivatives.
2. Securities Innovation: A Historical and Functional Approach.
CASES.
1. Financial Engineering and Debt Securities.
1.1 Arbitrage Fundamentals..
Cougars. RJRCHC 1991. Arb in Government Bonds. Coca Cola-Harmless Warrants.
1.2 Taxes, Regulation and Accounting: Stimuli to Innovation.
Citicorp 1985. Note: Eurodollar Bond. New England Property and Casualty. Schroeders Perpetual. Metromedia.
1.3 Securitization.
Travelers. Note: MBS. Amex TRS Case. Lehman Case.
2. Financial Engineering and Equity Securities.
2.1 Addressing Information Asymmetries.
Arley. Avon PERCs. GM PERCs. ALZA series (A-B1-B2-C). British Telecom. RJR 1990. Sally Jameson.
2.2 Taxes, Regulation and Accounting: Stimuli to Innovation.
ARPPS. MMP. Dart and Kraft. Waste Management.
3. Managing Issuers' Exposures.
3.1 Managing Issuers' Exposures.
B.F. Goodrich-Rabobank. GM-Liab Management. State of CT Muni Swap. Walt Disney. Gaz de France. American Barrick. Enron.
3.2 Managing Investors' Exposures.
SLH (A&B). Goldman Sachs Nikkel Put Warrants. Commodity Linked Debt. Note: Commodity Futures. Fidelity Case. Diamond Shamrock Natomas. BEA Associates. LOR: Portfolio Insurance. LOR: SuperTrust.
FOUNDATION NOTES.
Note: U.S. Government Debt Markets. Note: Foreign Exchange. Note: FX Swaps. Note: Introduction to Options. Note: Option Pricing. Note: Contingent Claims Analysis. Note: Financial Futures. Note: Interest Rate Derivatives.