The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management
Wim Schoutens & Jan De Spiegeleer
Lingua: inglese
Editore: John Wiley Publishing, 2011
- Rilegato
- Usato
Da: Salish Sea Books, Bellingham, WA, U.S.A.Salish Sea Books
Venditore AbeBooks dal 15 maggio 2007
Condizione: Usato - Molto buono
EUR 228,83
Quantità: 1 disponibile
Aggiungi al carrelloDescrizione dell’articolo da parte del venditore
Very Good+ in a Very Good+ dust jacket; Hardcover; Dust jacket is clean and glossy with no tears, and has not been price-clipped (Now fitted with a new, Brodart jacket protector); Light wear to the boards; The textblock edges are unblemished; The endpapers and all text pages are clean and unmarked; The binding is excellent with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium-Large Format (Quatro, 9.75" - 10.75" tall); 1.9 lbs; Red and orange dust jacket with title in white and black lettering; 2011, John Wiley Publishing; 396 pages; "The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management," by Wim Schoutens & Jan De Spiegeleer.
Codice articolo SKU-9007AN09806166
- Titolo
- The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management
- Autore
- Wim Schoutens & Jan De Spiegeleer
- Editore
- John Wiley Publishing
- Anno di pubblicazione
- 2011
- Condizione
- Very Good
- Rilegatura
- Rilegato
- Lingua
- inglese
- ISBN 10
- 0470689684
- ISBN 13
- 9780470689684
- Serie
- Libro 1 di 15: The Wiley Finance Series
Part I of the book covers the impact that the 2008 credit crunch has had on the markets, it then shows how to build up a convertible bond and introduces the reader to the traditional convertible vocabulary of yield to put, premium, conversion ratio, delta, gamma, vega and parity. The market of stock borrowing and lending will also be covered in detail. Using an intuitive approach based on the Jensen inequality, the authors will also show the advantages of using a hybrid to add value - pre 2008, many investors labelled convertible bonds as 'investing with no downside', there are of course plenty of 2008 examples to prove that they were wrong. The authors then go onto give a complete explanation of the different features that can be embedded in convertible bond.
Part II shows readers how to price convertibles. It covers the different parameters used in valuation models: credit spreads, volatility, interest rates and borrow fees and Maturity.
Part III covers investment strategies for equity, fixed income and hedge fund investors and includes dynamic hedging and convertible arbitrage.
Part IV explains the all important risk management part of the process in detail.
This is a highly practical book, all products priced are real world examples and numerical examples are not limited to hypothetical convertibles. It is a must read for anyone wanting to safely get into this highly liquid, high return market.
"Riassunto" può appartenere a un’altra edizione di questo titolo.
Informazioni sull’autore
Wim Schoutens (Leuven, Belgium) is a research professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. Wim is the author of Lévy Processes in Finance and Lévy Processes in Credit Risk, and co-editor of Exotic Option Pricing and Advanced Lévy Models all published by John Wiley and Sons. He is Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance, Quantitative Finance and Review of Derivatives Research.
Jan De Spiegeleer (Geneva, Switzerland) is Head of Risk Management at Jabre Capital Partners, a Geneva-based hedge fund. He developed an extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was Managing Director of the equity derivatives desk. Prior to his financial career, Jan worked for ten years as an officer in the Belgian Army, and served in Iraq.
Wim Schoutens (Leuven, Belgium) is a research professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. Wim is the author of Lévy Processes in Finance and Lévy Processes in Credit Risk, and co-editor of Exotic Option Pricing and Advanced Lévy Models all published by John Wiley and Sons. He is Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance, Quantitative Finance and Review of Derivatives Research.
"Descrizione articolo" può appartenere a un’altra edizione di questo titolo.
Salish Sea Books
Bellingham, WA, U.S.A.
Venditore AbeBooks dal 15 maggio 2007
Tariffe di spedizione nazionale per U.S.A.
| Articolo | Da 5 a 14 giorni lavorativi | Da 1 a 3 giorni lavorativi |
|---|---|---|
| Primo articolo | EUR 4,48 | EUR 11,62 |
Metodi di pagamento
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Thank you for taking an interest in one of our books. Please see the "Shipping Terms" section below for details on our shipping and returns policies. We are a mail-order only bookstore located in Bellingham, WA specializing in modern out-of-print books of all genres. If you are an international customer, we ship internationally by UPS Worldwide Expedited. The average delivery time is 1 to 2 weeks, and each shipment can be fully tracked at www.ups.com. For international shipments, it is important to provide a valid phone number with your order. Most international shipments are delivered within 2 weeks. The only exceptions are when the customer has not provided a valid phone number and there are import duties which UPS needs to collect before making final delivery. In those cases, the package will be held at a nearby UPS Access Point until the customer either picks up the package in person or makes arrangements over the phone with UPS to release the package for final delivery. Our shipping charge only covers international postage. Import duties vary widely by country and are additional. We thoroughly clean all books that we offer for sale and do all basic book-repairs ourselves. Basic repairs include repairing slanted bindings, applying additional glue to hinges that have become excessively loose, hinge-tape repairs for damaged hinges, minor binding split repairs, gluing small tears in exterior of covers, removal (as much as possible) of black marker marks to covers of ex-library books, removal of smaller non-permanent stickers, straightening of minor bowing to covers or spine, and applying jacket protectors to books with torn or fragile jackets or for especially pristine or collectible books. We do not do major binding repairs, and any un-repairable binding splits or general weakness in binding will be noted. Any significant repairs such as a hinge-tape repair will also be noted. These repairs do not usually change the underlying condition grade, but do make the book more presentable. Some books are beyond help and will be listed as "Fair/Acceptable" or "Poor". Our books are graded conservatively with library books never graded above "Good" and used books rarely graded above "Very Good". Below is a list of the condition grades we use, in descending order: New/Fine Like New/Near Fine Very Good++ Very Good+ Very Good Minus Good++ Good+ Good Fair-to-Good Fair/Acceptable Poor Very Poor We try to grade accurately, but condition grades are often subjective, so please consider also any condition notes and book photos (when available) before placing an order. All book photos posted to our listings are actual photos of the book offered for sale and have been taken by us.…
Informazioni sull’azienda del venditore
Salish Sea Books
WA, U.S.A.
Condizioni di vendita
Thank you for taking an interest in one of our books. We are a mail-order only bookstore located in Bellingham, WA specializing in modern out-of-print books of all genres.
If you are an international customer, we ship internationally by UPS Worldwide Expedited. The average delivery time is 1 to 2 weeks, and each shipment can be fully tracked at www.ups.com. For international shipments, it is important to provide a valid phone number with your order. Most international shipments are delivered within 2 weeks. The only exceptions are when the customer has not provided a valid phone number and there are import duties which UPS needs to collect before making final delivery. In those cases, the package will be held at a nearby UPS Access Point until the customer either picks up the package in person or makes arrangements over the phone with UPS to release the package for final delivery. Our shipping charge only covers international postage. Import duties vary widely by country and are additional.
We thoroughly clean all books that we offer for sale and do all basic book-repairs ourselves. Basic repairs include repairing slanted bindings, applying additional glue to hinges that have become excessively loose, hinge-tape repairs for damaged hinges, minor binding split repairs, gluing small tears in exterior of covers, removal (as much as possible) of black marker marks to covers of ex-library books, removal of smaller non-permanent stickers, straightening of minor bowing to covers or spine, and applying jacket protectors to books with torn or fragile jackets or for especially pristine or collectible books.
We do not do major binding repairs, and any un-repairable binding splits or general weakness in binding will be noted. Any significant repairs such as a hinge-tape repair will also be noted. These repairs do not usually change the underlying condition grade, but do make the book more presentable. Some books are beyond help and will be listed as "Fair/Acceptable" or "Poor".
Our books are graded conservatively with library books never graded above "Good" and used books rarely graded above "Very Good". Below is a list of the condition grades we use, in descending order:
New/Fine
Like New/Near Fine
Very Good++
Very Good+
Very Good Minus
Good++
Good+
Good
Fair-to-Good
Fair/Acceptable
Poor
Very Poor
We try to grade accurately, but condition grades are often subjective, so please consider also any condition notes and book photos (when available) before placing an order.
All book photos posted to our listings are actual photos of the book offered for sale and have been taken by us.
Business Name: Salish Sea Books
Address: 119 Sea Pines Lane, Bellingham WA, 98229
Telephone: 360-756-0176
Email: csf@altervita.com
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