Pricing Convertible Bonds

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9780471978725: Pricing Convertible Bonds

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.

From the Back Cover:

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.

From the Inside Flap:

Convertible bonds are a hybrid of bond and equity. Like a bond, they provide the holder with an income, although this is lower than on a conventional bond because the holder also has the right to buy the issuer?s shares at a predetermined price during the life of the bond. These instruments now appeal to a much wider range of investors. 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.

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

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1.

Kevin B. Connolly
Editore: Wiley (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
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Descrizione libro Wiley, 1998. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX0471978728

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Kevin B. Connolly
Editore: Wiley (1998)
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Descrizione libro Wiley, 1998. Hardcover. Condizione libro: New. book. Codice libro della libreria M0471978728

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Connolly, Kevin B.
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Descrizione libro Wiley. Hardcover. Condizione libro: New. 0471978728 New Condition. Codice libro della libreria NEW7.0187590

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Connolly, Kevin B.
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1998. Hardback. Condizione libro: 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 libro della libreria AAH9780471978725

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6.

Kevin B. Connolly
Editore: John Wiley and Sons Ltd, United Kingdom (1998)
ISBN 10: 0471978728 ISBN 13: 9780471978725
Nuovi Rilegato Quantità: 1
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The Book Depository US
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Valutazione libreria
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1998. Hardback. Condizione libro: 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 libro della libreria AAH9780471978725

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ISBN 10: 0471978728 ISBN 13: 9780471978725
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Descrizione libro John Wiley and#38; Sons, 1998. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471978725

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

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Kevin B. Connolly
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Descrizione libro John Wiley & Sons. Hardcover. Condizione libro: New. New copy - Usually dispatched within 2 working days. Codice libro della libreria B9780471978725

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

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