By Kevin B. Connolly
There are few works almost about pricing convertible bonds. such a lot books discussing by-product items disguise all info of pricing futures and innovations in minute aspect. Convertible bonds and warrants tend to be pointed out as an after concept within the latter chapters. this can be the 1st e-book to handle the very advanced factor of pricing convertible bonds.
Kevin Connolly, Researcher of advanced volatility buying and selling for Refco in a foreign country Ltd. and Lecturer at urban college company college and London Guildhall collage, has prepare a superb remedy of pricing convertible bonds, delving into subject matters corresponding to:
* Returns distributions and linked descriptive statistics
* Modeling the proportion fee process
* the elemental convertible bond model
* Introducing the complications
* Convertible bond sensitivities
* utilizing fairness warrant versions to cost CBs
* Refix clauses
Fund managers, hedge players/traders, undergraduates and postgraduates will locate this e-book precious. effortless to appreciate software program on Microsoft Excel spreadsheets can be supplied.
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Pricing Convertible Bonds (Wiley Trader's Exchange) by Kevin B. Connolly