02445nam 2200589 a 450 991013961990332120170815150236.01-118-37469-X1-283-17542-897866131754270-470-98019-2(CKB)2550000000041288(EBL)699367(OCoLC)769341500(SSID)ssj0000529400(PQKBManifestationID)12195546(PQKBTitleCode)TC0000529400(PQKBWorkID)10556798(PQKB)10901768(MiAaPQ)EBC699367(EXLCZ)99255000000004128820110809d2011 uy 0engur|n|---|||||txtccrThe handbook of convertible bonds[electronic resource] pricing, strategies and risk management /Jan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre]Chichester, U.K. Wiley20111 online resource (398 p.)Wiley finance seriesDescription based upon print version of record.0-470-68968-4 Includes bibliographical references and index.pt. 1. The convertibles market -- pt. 2. Pricing -- pt. 3. Risk management and strategies.This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income mathematics or of equity derivatives and therefore have no idea how to incorporate credit and equity together into their existing pricing tools. Part I of the book covers the impact that the 2008 credit crunch has had on the markets, it then shows how to build up a convertible bond and introduces the reader to the traditional Wiley finance series.Convertible bondsElectronic books.Convertible bonds.332.63/23332.6323Spiegeleer Jan de904155Schoutens Wim536902Jabre Philippe904156MiAaPQMiAaPQMiAaPQBOOK9910139619903321The handbook of convertible bonds2021388UNINA