02409nam 2200589 a 450 991087674140332120200520144314.01-118-37469-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 pricing, strategies and risk management /Jan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre]1st ed.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 traditionalWiley finance series.Convertible bondsConvertible bonds.332.63/23332.6323Spiegeleer Jan de1760170Schoutens Wim536902Jabre Philippe1760171MiAaPQMiAaPQMiAaPQBOOK9910876741403321The handbook of convertible bonds4199008UNINA