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Pricing Convertible Bonds (Hardback)

Kevin B. Connolly

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ISBN 10: 0471978728 / ISBN 13: 9780471978725
Edité par John Wiley and Sons Ltd, United Kingdom, 1998
Neuf(s) Etat : New Couverture rigide
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A propos de cet article

Language: English . Brand New Book. 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. There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds. Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as: Returns distributions and associated descriptive statistics 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 and postgraduates will find this book invaluable.Easy to understand software on Microsoft Excel spreadsheets is also supplied. N° de réf. du libraire AAH9780471978725

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Détails bibliographiques

Titre : Pricing Convertible Bonds (Hardback)

Éditeur : John Wiley and Sons Ltd, United Kingdom

Date d'édition : 1998

Reliure : Hardback

Etat du livre :New

A propos de ce titre

Synopsis :

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.

There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds.

Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as:
* Returns distributions and associated descriptive statistics
* 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 and postgraduates will find this book invaluable. Easy to understand software on Microsoft Excel spreadsheets is also supplied.

From the Back Cover:

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

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