Pricing convertible bonds
by Kevin B. Connolly
"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. Kevin Connolly has put together an excellent treatment of pricing convertible bonds, some of the chapters are: Returns distributions and associated descriptive statistics Modelling the share price process The basic convertible bond model Introducing the complications Convertible bond sensitivities Using equity warrent models to price CBs Refix clausesFund managers, hedge players/traders, undergraduates and post-graduates will all find this book invaluable. Easy to understand software based on Microsoft Excel spreadsheets is also supplied."--Publisher description.
Check nearby libraries
Buy this book
Previews available in: English
Subjects
| Edition | Availability |
|---|---|
1
Pricing Convertible Bonds
2007, Wiley & Sons, Incorporated, John
in English
0470331542 9780470331545
|
zzzz
|
2
|
aaaa
|
Book Details
Edition Notes
Includes index.
System requirements for accompanying computer disk: Windows95/NT only; Microsoft Excel 97.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Community Reviews (0)
Lists
Wikipedia citation
×CloseCopy and paste this code into your Wikipedia page. Need help?