The Risk Management of Contingent Convertible (CoCo) Bonds (SpringerBriefs in Finance) - Image 1

£49.12

Springer The Risk Management of Contingent Convertible (CoCo) Bonds (SpringerBriefs in Finance)

Name: The Risk Management of Contingent Convertible (CoCo) Bonds (SpringerBriefs in Finance)
Brand: Springer
Price: 49.12 GBP
Availability: InStock

Risk Management

This is the most expensive it has ever been. Walk away.

£49 today · previous high £49 · all-time low £49

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 25 days · 25 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 25 days • 1 price levels

Days at Price

Price Analysis

Most common price: £49 (25 days, 100.0%)

Price range: £49 - £49

Price levels: 1 different prices over 25 days

Description

This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio, typically in terms of the Common Equity Tier 1 (CET1) ratio, or via a regulatory trigger. CoCos are non-standardised instruments with different loss-absorption and trigger mechanisms. They might also contain additional features such as the cancellation of coupon payments. Different pricing models are discussed in detail. These models use market data such as share prices, CDS levels and implied volatility in order to calculate the theoretical price of a CoCo bond and its sensitivities, providing the investor with insides to hedge from adverse changes in the market conditions. The audience are professionals as well as academics who want to learn how to risk manage CoCo bonds using cutting edge techniques as well as all the risk involved in CoCo bonds.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3030018237
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Risk Management
Domain: Amazon UK
Release Date: 13 November 2018
Listed Since: 30 August 2018

Barcode

No barcode data available

Springer The Risk Management of Contingent Convertible (CoCo) Bonds (SpringerBriefs in Finance)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Hybrid Securities: Structuring, Pricing and Risk Assessment

Pricing Convertible Bonds

Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves

Synthetic CDOs: Modelling, Valuation and Risk Management: 7 (Mathematics, Finance and Risk, Series Number 7)

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics Series)

Securitisation Swaps: A Practitioner's Handbook (Wiley Finance)

Springer Credit Risk Valuation: Methods, Models, and Applications

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

The Management of Bond Investments and Trading of Debt

Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide: 106 (Frank J. Fabozzi Series)

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes

Wiley Fixed Income Relative Value Analysis - 2nd Edition

Routledge Demystifying Fixed Income Analytics Book

The Best of Wilmott 1: Incorporating the Quantitative Finance Review

The Handbook of Credit Derivaties (McGraw-Hill Library of Investment and Finance)

Wiley Fixed Income Securities: Tools for Today's Markets Book

Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

Wiley Fixed Income Securities 3rd Edition - University Edition

Fixed Income Securities and Derivatives Handbook: Analysis and Valuation: 95 (Bloomberg Financial)

Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: 143 (Frank J. Fabozzi Series)

Butterworth-Heinemann Bond and Money Markets Reference Book

Bond and Money Markets: Strategy, Trading, Analysis (Butterworth-Heinemann Finance)

Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (The Wiley Finance Series)

Credit Derivatives and Structured Credit Trading (Wiley Finance)