Pricing Convertible Bonds - Connolly, Kevin B
184,99 €
inkl. MwSt.
Versandkostenfrei*
Versandfertig in über 4 Wochen
payback
92 °P sammeln
  • Gebundenes Buch

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 statisticsModelling the share price processThe basic convertible bond modelIntroducing the complicationsConvertible bond…mehr

Andere Kunden interessierten sich auch für
Produktbeschreibung
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 statisticsModelling the share price processThe basic convertible bond modelIntroducing the complicationsConvertible bond sensitivitiesUsing equity warrent models to price CBsRefix 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.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Autorenporträt
KEVIN B. CONNIOLLYin used to be Head of Quantitative Research atJames Capel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale s principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd. He also lectures at CityUniversity Business School and London Guildhall University, UK.Kevin has already published a book in 1997, Buying and SellingVolatility.