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The handbook of convertible bonds : pricing, strategies and risk management /

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The Handbook of Convertible Bonds is a comprehensive guide to the pricing and risk management of this highly profitable asset in a post credit crunch setting.

Bibliographic Details
Main Author: Spiegeleer, Jan de
Other Authors: Schoutens, Wim
Format: eBook
Language:English
Published: Hoboken, N.J. : Chichester : Wiley ; John Wiley [distributor], ©2011.
Series:Wiley finance series.
Subjects:
Convertible bonds > Handbooks, manuals, etc.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • The convertibles market
  • Terminology
  • Convertible bond anatomy
  • Covertible and hybrid structure
  • Convertible bonds market
  • Pricing
  • The road to convexity
  • Basic binomial trees
  • Multinomial models
  • Ascots
  • Risk management and strategies
  • Measuring the risk
  • Dynamic hedging
  • Monte carlo techniques for convertibles.