Cynthia Van Hulle: 1 book

Book cover of The Handbook of Hybrid Securities

The Handbook of Hybrid Securities

Convertible Bonds, CoCo Bonds, and Bail-In

by Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle
Language: English
Release Date: August 6, 2014

Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither equity...
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