LEADER 02409nam 2200589 a 450 001 9911019120803321 005 20200520144314.0 010 $a1-118-37469-X 010 $a1-283-17542-8 010 $a9786613175427 010 $a0-470-98019-2 035 $a(CKB)2550000000041288 035 $a(EBL)699367 035 $a(OCoLC)769341500 035 $a(SSID)ssj0000529400 035 $a(PQKBManifestationID)12195546 035 $a(PQKBTitleCode)TC0000529400 035 $a(PQKBWorkID)10556798 035 $a(PQKB)10901768 035 $a(MiAaPQ)EBC699367 035 $a(EXLCZ)992550000000041288 100 $a20110809d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe handbook of convertible bonds $epricing, strategies and risk management /$fJan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre] 205 $a1st ed. 210 $aChichester, U.K. $cWiley$d2011 215 $a1 online resource (398 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-68968-4 320 $aIncludes bibliographical references and index. 327 $apt. 1. The convertibles market -- pt. 2. Pricing -- pt. 3. Risk management and strategies. 330 $aThis is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income mathematics or of equity derivatives and therefore have no idea how to incorporate credit and equity together into their existing pricing tools. Part I of the book covers the impact that the 2008 credit crunch has had on the markets, it then shows how to build up a convertible bond and introduces the reader to the traditional 410 0$aWiley finance series. 606 $aConvertible bonds 615 0$aConvertible bonds. 676 $a332.63/23 676 $a332.6323 700 $aSpiegeleer$b Jan de$01839157 701 $aSchoutens$b Wim$0536902 701 $aJabre$b Philippe$01839158 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019120803321 996 $aThe handbook of convertible bonds$94418315 997 $aUNINA