Pricing convertible bonds / Kevin B. Connolly

Author : Connolly, Kevin B
Rating :
Pricing convertible bonds / Kevin B. Connolly...

This book addresses the complex issue of pricing convertible bonds correctly. The contents are :- Introduction / 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

Publisher : Chichester West Sussex : John Wiley & Sons
Publish Year : 1998
Page : 255 p
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