Kevin B. Connolly Pricing Convertible Bonds

ISBN 13: 9780471978725

Pricing Convertible Bonds

Valutazione media 3,5
( su 4 valutazioni fornite da Goodreads )
 
9780471978725: Pricing Convertible Bonds
Vedi tutte le copie di questo ISBN:
 
 

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

L'autore:

KEVIN B. CONNIOLLYin used to be Head of Quantitative Research at James Capel & Co. He then joined Cresvale International Asset Management as Director responsible for instituting scientific risk management for Cresvale s principal Japanese warrants market-making section. He is currently undertaking research into complex volatility trading for Refco Overseas Ltd. He also lectures at City University Business School and London Guildhall University, UK. Kevin has already published a book in 1997, Buying and Selling Volatility.

Dalla quarta di copertina:

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 clauses
Fund 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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Connolly, Kevin B.
Editore: Wiley (2018)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Rilegato Quantità: 2
Print on Demand
Da
Save With Sam
(North Miami, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2018. Hardcover. Condizione: New. Brand New! This item is printed on demand. Codice articolo VIB0471978728

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 44,98
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,45
In U.S.A.
Destinazione, tempi e costi

2.

Kevin B. Connolly
Editore: Wiley (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Rilegato Quantità: 1
Da
Ergodebooks
(RICHMOND, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 1998. Hardcover. Condizione: New. 1. Codice articolo DADAX0471978728

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 74,33
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,08
In U.S.A.
Destinazione, tempi e costi

3.

Kevin B. Connolly
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Quantità: 1
Da
BennettBooksLtd
(San Diego, CA, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Condizione: New. New. Codice articolo S-0471978728

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 80,80
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,05
In U.S.A.
Destinazione, tempi e costi

4.

Kevin B. Connolly
Editore: Wiley (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Rilegato Prima edizione Quantità: 1
Da
Irish Booksellers
(Portland, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 1998. Hardcover. Condizione: New. book. Codice articolo M0471978728

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 93,01
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

5.

Kevin B. Connolly
Editore: John Wiley and Sons Ltd, United Kingdom (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Rilegato Quantità: 1
Da
Book Depository International
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1998. Hardback. Condizione: New. Language: English . Brand New Book. 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: â Returns distributions and associated descriptive statistics â Modeling the share price process â The basic convertible bond model â Introducing the complications â Convertible bond sensitivities â Using equity warrant models to price CBs â 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. Codice articolo AAH9780471978725

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 93,16
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

Kevin B. Connolly
Editore: John Wiley and Sons Ltd, United Kingdom (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1998. Hardback. Condizione: New. Language: English . Brand New Book. 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. Codice articolo AAH9780471978725

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 93,31
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Kevin B. Connolly
Editore: John Wiley and#38; Sons (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Quantità: 1
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 1998. HRD. Condizione: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice articolo FW-9780471978725

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 88,95
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,20
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

8.

Kevin B. Connolly
Editore: Wiley 1998-08-18, Chichester (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Rilegato Quantità: > 20
Da
Blackwell's
(Oxford, OX, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Wiley 1998-08-18, Chichester, 1998. hardback. Condizione: New. Codice articolo 9780471978725

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 94,57
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,80
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

9.

Kevin B. Connolly
Editore: John Wiley and#38; Sons (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Quantità: > 20
Print on Demand
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 1998. HRD. Condizione: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo IP-9780471978725

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 104,03
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,26
In U.S.A.
Destinazione, tempi e costi

10.

Connolly, Kevin B.
Editore: John Wiley & Sons (2016)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovo Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice articolo ria9780471978725_lsuk

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 103,68
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,40
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro