The Handbook of Hybrid Securities:
Convertible Bonds, Coco Bonds and Bail-in

Authors : Jan De Spiegeleer, Cynthia Van Hulle and  Wim Schoutens

This handbook covers hybrid financial securities. Neither equity nor debt, they possess characteristics of both, and carry unique risks that cannot be ignored, but are often woefully misunderstood. The first and only book of its kind, The Handbook of Hybrid Securities dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. 

The book covers in detail the newest member in the hybrid family: CoCo bonds. The risk of CoCo bonds is analyzed in detail and the reader is introduced in several valuation techiques of contingent debt. 

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