The Handbook of convertible bonds : pricing, strategies and risk management / Jan De Spiegeleer and Wim Schoutens
Material type:
TextPublication details: Chichester : John Wiley, 2011Description: xvi, 378 p. 25 cmISBN: - 9780470689684
- 332.6323 SPI
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
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Calcutta | 332.6323 SPI (Browse shelf(Opens below)) | Available | IIMC-132574 |
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| 332.6323 PRI Commodity risk management and finance / | 332.6323 REB Interest-rate option models : | 332.6323 RIC Bonds : | 332.6323 SPI The Handbook of convertible bonds : | 332.6323 STE Managing interest rate risk : | 332.6323015195 ZAG Interest- rate management | 332.6323015196 PUH Bond portfolio optimization / |
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income mathematics or of equity derivatives and therefore have no idea how to incorporate credit and equity together into their existing pricing tools. This is a highly practical book, all products priced are real world examples and numerical examples are not limited to hypothetical convertibles. It is a must read for anyone wanting to safely get into this highly liquid, high return market.
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