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商品編號： A00153 出版日期： 2017/12/27 作者姓名： Varma, Jayanth R.;Virmani, Vineet 商品類別： Other 商品規格： 11p 再版日期： 地域： 產業： Banking;Finance & insurance 個案年度： -
商品敘述：
The case is about a decision problem facing James on whether or not to invest in a structured product called the "CMS Steepener" issued by a large US investment bank. The payoff from the product is linked to two constant maturity swap (CMS) rates, and the investor profits if the difference between the two CMS rates increases, or alternatively if the CMS curve steepens. The case describes the risks that investing in such a product poses, and presents relevant data on the CMS rates, term structure and recent financial history of the issuer to help resolve James''s decision problem.
涵蓋領域：
Economics;Finance
相關資料：
Case Teaching Note, (A00154), 15p, by Jayanth R. Varma, Vineet Virmani
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