Publications

June 1995 (Revised May 1996)
Teaching Note

American Express TRS Charge-Card Receivables and Lehman Brothers and the Securitization of American Express Charge-Card Receivables TN

By: Andre F. Perold and Wai Lee

Teaching Note for (9-293-120) and (9-293-121). View Details

Keywords: Credit Cards; Accounting; Financial Services Industry

June 1995 (Revised May 1996)
Teaching Note

B.F. Goodrich-Rabobank Interest Rate Swap, The TN

By: Andre F. Perold and Wai Lee

Teaching Note for (9-284-080). View Details

Keywords: Credit Derivatives and Swaps; Rubber Industry

June 1995
Teaching Note

ARPPS: Adjustable Rate Perpetual Preferred Stock and MMP: Money Market Preferred Stock TN

By: Andre F. Perold and Wai Lee

Keywords: Stocks

June 1995 (Revised May 1996)
Teaching Note

BEA Associates: Enhanced Equity Index Funds TN

By: Andre F. Perold and Wai Lee

Teaching Note for (9-293-024). View Details

Keywords: Equity

June 1995 (Revised May 1996)
Teaching Note

Investment Linked to Commodity Futures, An TN

By: Andre F. Perold and Wai Lee

Teaching Note for (9-293-017). View Details

Keywords: Futures and Commodity Futures

June 1995 (Revised May 1996)
Teaching Note

RJR Nabisco - 1990 TN

By: Andre F. Perold and Wai Lee

Teaching Note for (9-290-021). View Details

Keywords: Food and Beverage Industry; Agriculture and Agribusiness Industry

June 1995 (Revised May 1996)
Teaching Note

State of Connecticut Municipal Swap TN

By: Andre F. Perold and Wai Lee

Teaching Note for (9-291-024). View Details

Keywords: Credit Derivatives and Swaps; Connecticut

March 1995 (Revised August 1995)
Background Note

Illustrates the payoff structure of various positions involving put and call options and the use of put-call parity in understanding the relationships among various positions. Examines the cases of insured equity, interest rate caps and floors, callable and extendable... View Details

Keywords: Stock Options

January 1995 (Revised June 1995)
Case

Note on Yield Conventions

By: Andre F. Perold and Wai Lee

Describes the principal conventions used to report yields on debt instruments. View Details

Keywords: Investment Return; Capital Markets; Asset Management; Reports; Conferences; Governing and Advisory Boards

1995
Book

Cases in Financial Engineering: Applied Studies of Financial Innovation

By: Scott P. Mason, Robert C. Merton, André Perold and Peter Tufano

Keywords: Finance; Innovation and Invention; Cases

Find at Harvard

October 1994
Case

Bankers Trust: Global Investment Bank

By: Andre F. Perold and Kuljot Singh

In October 1992, Eugene Shanks, president of Bankers Trust New York Corp., and Brian Walsh, head of the Global Investment Bank (GIB) business unit, are considering a proposal for a large and complex financing involving the North Sea Oil Co. (NSOC). The financing... View Details

Keywords: Risk and Uncertainty; Credit Derivatives and Swaps; Risk Management; Value Creation; Business History; Capital Markets; Financing and Loans; Financial Markets; Corporate Finance; Banking Industry; Energy Industry

October 1994
Background Note

Note on Crude Oil and Crude Oil Derivatives Markets

By: Andre F. Perold, Wai Lee and Kuljot Singh

Briefly describes the crude oil markets and common derivatives contracts written on oil. The contracts are oil forward and futures contracts, and over-the-counter oil price swaps. View Details

Keywords: Non-Renewable Energy; Futures and Commodity Futures; Credit Derivatives and Swaps; Contracts; Energy Industry