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
The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles.
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|
Have questions about this item, or would like to inquire about a custom or bulk order?
If you have any questions about this product by Connolly, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.
Related Best Sellers
ean: 9780471393658, isbn: 0471393657,
Praise for the Classic Guide to the Bond Market"This is simply the most comprehensive, useful look-it-up book onmunicipal bonds I've ever read (said with all due respect to TheABC of Municipal Bonds my dad wrote in 1937 when I was nine). ReadFundamen...
By Prentice Hall
ean: 9780136078975, isbn: 0136078974,
Learn how to assess and invest in bonds with this best-selling text. Fabozzi's Bond Markets is the most applied book on the market. It prepares students to analyze the bond market and manage bond portfolios without getting bogged down in the theory...
By Brand: Princeton University Press
ean: 9780691128313, isbn: 0691128316,
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative a...
By Nova Science Pub Inc
ean: 9781634846981, isbn: 1634846982,
ean: 9780470689684, isbn: 0470689684,
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 knowle...
ean: 9780071746687, isbn: 0071746684,
Public companies acquire most of their outside capital from debt fi nancing and, more specifi cally, leveraged finance--an asset class that falls somewhere between traditional fixed income and stocks. While this type of debt fi nancing carries signif...
ean: 9781118117699, isbn: 1118117697,
An innovative approach to post-crash credit portfoliomanagement Credit portfolio managers traditionally rely on fundamentalresearch for decisions on issuer selection and sector rotation.Quantitative researchers tend to use more mathematical technique...
ean: 9780470503706, isbn: 047050370X,
A timely guide to today’s high-yield corporate debt markets Leveraged Finance is a comprehensive guide to the instruments and markets that finance much of corporate America. Presented in five sections, this experienced author team covers topics ran...
By Bloomberg Press
ean: 9781118866320, isbn: 1118866320,
A bond calculation quick reference, complete with context andapplication insights Bond Math is a quick and easy resource that puts theintricacies of bond calculations into a clear and logical order.This simple, readable guide provides a handy referen...
ean: 9780471385875, isbn: 0471385875,
Mortgage-backed and asset-backed securities are fixed-incomesecurities, like bonds, which derive their return from anunderlying mortgage or basket of mortgages, or an asset or basketof assets. This market has increased from about $100 billion in1980 ...