£42.48

Wiley Pricing Convertible Bonds

Name: Pricing Convertible Bonds
Brand: Wiley
Price: 52.19 GBP
Availability: InStock

Bonds

Price History & Forecast

Last 52 days • 52 data points (No recent data available)

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Price Distribution

Price distribution over 52 days • 5 price levels

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Price Analysis

Most common price: £46 (29 days, 55.8%)

Price range: £42 - £52

Price levels: 5 different prices over 52 days

Description

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 moreattractive. And for different reasons, the buyers are finding CBsincreasingly attractive investment vehicles. There are few works on the subject of pricing convertible bonds.Most books discussing derivative products cover all details ofpricing futures and options in minute detail. Convertible bonds andwarrants are usually mentioned as an after thought in the latterchapters. This is the first book to address the very complex issueof pricing convertible bonds. Kevin Connolly, Researcher of complex volatility trading for RefcoOverseas Ltd. and Lecturer at City University Business School andLondon Guildhall University, has put together an excellenttreatment of pricing convertible bonds, delving into topics suchas: * 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 andpostgraduates will find this book invaluable. Easy to understandsoftware on Microsoft Excel spreadsheets is also supplied.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0471978728
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Bonds
Domain: Amazon UK
Release Date: 01 October 1998
Listed Since: 09 February 2007

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Wiley Pricing Convertible Bonds

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