Spiegeleer, Jan D

The Handbook of convertible bonds : pricing, strategies and risk management / Jan De Spiegeleer and Wim Schoutens - Chichester : John Wiley, 2011 - xvi, 378 p. 25 cm

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.

9780470689684


Convertible bonds-- Handbooks, manuals, etc.

332.6323 / SPI