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Pricing Convertible Bonds
Hardcover
Series: Wiley Trader's Exchange
ISBN13: 9780471978725
Publisher: John Wiley & Sons
Published: Oct 1 1998
Pages: 270
Weight: 1.24
Height: 0.94 Width: 6.20 Depth: 9.36
Language: English
* 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 andpostgraduates will find this book invaluable. Easy to understandsoftware on Microsoft Excel spreadsheets is also supplied.
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