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Pricing Convertible Bonds +D3 (Hardcover) Loot Price: R2,737
Discovery Miles 27 370

Pricing Convertible Bonds +D3 (Hardcover)

K.B. Connolly

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Loot Price R2,737 Discovery Miles 27 370 | Repayment Terms: R256 pm x 12*

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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.

General

Imprint: John Wiley & Sons
Country of origin: United States
Release date: August 1998
First published: October 1998
Authors: K.B. Connolly
Dimensions: 236 x 159 x 23mm (L x W x T)
Format: Hardcover
Pages: 255
ISBN-13: 978-0-471-97872-5
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 0-471-97872-8
Barcode: 9780471978725

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