Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Using Computer Spreadsheets. Returns Distributions and Associated Descriptive Statistics. Modelling the Share Price Process. The Basic Convertible Bond Model. Introducing the Complications. Convertible Bond Sensitivities. Using Equity Warrant Models to Price CBs. Refix Clauses. Appendix. Index. Buchnummer des Verkäufers
Inhaltsangabe: 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:
Buchbeschreibung Wiley, 1998. Hardcover. Buchzustand: Acceptable. small stain on page ends; 3.5" floppy disc inside back cover Item is intact, but may show shelf wear. Pages may include notes and highlighting. May or may not include supplemental or companion material. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Buchnummer des Verkäufers mon0001133556
Buchbeschreibung Wiley & Sons, Incorporated, John. Hardcover. Buchzustand: Good. Book shows minor use. Cover and Binding have minimal wear, and the pages have only minimal creases. Buchnummer des Verkäufers G0471978728I3N00
Buchbeschreibung Wiley. Hardcover. Buchzustand: GOOD. book was well loved but cared for. Possible ex-library copy with all the usual markings and stickers. Some light textual notes, highlighting and underling. Buchnummer des Verkäufers 2803352595
Buchbeschreibung Wiley, 1998. Hardcover. Buchzustand: Used: Good. Buchnummer des Verkäufers SONG0471978728
Buchbeschreibung Wiley, 1998. Buchzustand: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Buchnummer des Verkäufers 0471978728-2-4
Buchbeschreibung Wiley 1998-10-01, 1998. Hardcover. Buchzustand: good. 1. 0471978728. Buchnummer des Verkäufers 679353
Buchbeschreibung Buchzustand: Very Good. In good condition and ready for quick shipment to any US location by an experienced and reliable seller. CDs and Access codes may not be included as is the case with most used books. Thanks for shopping with us!. Buchnummer des Verkäufers 762962
Buchbeschreibung Wiley, U.S.A., 1998. Hard Cover. Buchzustand: As New. Zustand des Schutzumschlags: As New. book is tight with no markings, disc in sealed envelope in rear of book, great copy Size: 8vo - over 7¾" - 9¾" tall. Buchnummer des Verkäufers 023586
Buchbeschreibung John Wiley & Sons Canada, Limited, Mississauga, ON, Canada, 1998. Hardcover. Buchzustand: As New. Zustand des Schutzumschlags: As New. The book looks like new, unread and clean. Edges are sharp and fine. No tears or creases. No stain, writing or reminder marks. The binding is straight and tight. Standard shipping is by USPS Media Mail & Expedited shipping is by USPS Priority Mail or equivalent. Buchnummer des Verkäufers 009393
Buchbeschreibung Wiley, 2017. Hardcover. Buchzustand: Very Good. Great condition with minimal wear, aging, or shelf wear. This item is printed on demand. Buchnummer des Verkäufers P020471978728