Handbook of Convertible Bonds

Authors : Jan De Spiegeleer and Wim Schoutens

This handbook offers a complete picture of the convertible bond market. The anatomy of convertibles is covered through real world examples. A broad set of instrument features such as ratchets, resets, calls and puts get an explanation. There is an extensive coverage of the several convertible bond pricing models going from the standard lattice models to the more advanced American Monte Carlo technique. In a third section the authors cover the risk management of a convertible bond portfolio. 

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