Pricing Convertible Bonds
Blowout Sale! Free Shipping Included! Save 60% on the Pricing Convertible Bonds by Connolly at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are
There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds.
Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as:
* Returns distributions and associated descriptive statistics
* Modeling the share price process
* The basic convertible bond model
* Introducing the complications
* Convertible bond sensitivities
* Using equity warrant models to price CBs
* Refix clauses
Fund managers, hedge players/traders, undergraduates and postgraduates will find this book invaluable. Easy to understand software on Microsoft Excel spreadsheets is also supplied.
|Item Weight:||1.24 pounds|
|Item Size:||0.93 x 9.45 x 9.45 inches|
|Package Weight:||1.23 pounds|
|Package Size:||6.06 x 0.94 x 0.94 inches|