Get e-book Pricing Convertible Bonds (Wiley Traders Exchange)

Free download. Book file PDF easily for everyone and every device. You can download and read online Pricing Convertible Bonds (Wiley Traders Exchange) file PDF Book only if you are registered here. And also you can download or read online all Book PDF file that related with Pricing Convertible Bonds (Wiley Traders Exchange) book. Happy reading Pricing Convertible Bonds (Wiley Traders Exchange) Bookeveryone. Download file Free Book PDF Pricing Convertible Bonds (Wiley Traders Exchange) at Complete PDF Library. This Book have some digital formats such us :paperbook, ebook, kindle, epub, fb2 and another formats. Here is The CompletePDF Book Library. It's free to register here to get Book file PDF Pricing Convertible Bonds (Wiley Traders Exchange) Pocket Guide.

Articles

  1. Interview with the Options Queen, Jeanette Schwarz Young | CQG News
  2. Read PDF Pricing Convertible Bonds (Wiley Traders Exchange)
  3. Featured categories
  4. Bond option

Interview with the Options Queen, Jeanette Schwarz Young | CQG News

HKD Part I of the book covers the impact that the credit crunch has had on the markets, it then shows how to build up a convertible bond and introduces the reader to the traditional convertible vocabulary of yield to put, premium, conversion ratio, delta, gamma, vega and parity. The market of stock borrowing and lending will also be covered in detail. Using an intuitive approach based on the Jensen inequality, the authors will also show the advantages of using a hybrid to add value - pre , many investors labelled convertible bonds as 'investing with no downside', there are of course plenty of examples to prove that they were wrong.

The authors then go onto give a complete explanation of the different features that can be embedded in convertible bond. Part II shows readers how to price convertibles. It covers the different parameters used in valuation models: credit spreads, volatility, interest rates and borrow fees and Maturity. Part III covers investment strategies for equity, fixed income and hedge fund investors and includes dynamic hedging and convertible arbitrage.

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.

He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. Customer Service.

Currencies: HKD. You have no items in your shopping cart. Order tracking.

my.kovalev.com.ua/modules/map.php

Read PDF Pricing Convertible Bonds (Wiley Traders Exchange)

Convertible bonds andwarrants are usually mentioned as an after thought in the latterchapters. This is the first book to address the very complex issueof pricing convertible bonds.

Latest Articles

Easy to understandsoftware on Microsoft Excel spreadsheets is also supplied. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale s principal Japanese warrants market-makingsection.

Featured categories

He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd. Kevin has already published a book in , Buying and SellingVolatility. Table of Contents Using Computer Spreadsheets. Returns Distributions and Associated Descriptive Statistics. Modelling the Share Price Process.

Bond option

The Basic Convertible Bond Model. Introducing the Complications. Convertible Bond Sensitivities. Refix Clauses.


  • Fifty Shades of Grey (Fifty Shades Trilogy, Book 1).
  • The Holocaust.
  • Non-Cooperation: The Dark Side of Strategic Alliances?
  • The complete hiring and firing handbook: every managers guide to working with employees legally?
  • Guide Pricing Convertible Bonds (Wiley Traders Exchange).
  • You may also be interested in these books:.

Customer Reviews Average Review. See All Customer Reviews. Shop Textbooks. Add to Wishlist.