Jan De Spiegeleer: 2 books
The Handbook of Convertible Bonds
Pricing, Strategies and Risk Management
Language: English
Release Date: July 7, 2011
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income mathematics or of equity derivatives...
The Handbook of Hybrid Securities
Convertible Bonds, CoCo Bonds, and Bail-In
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...