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Biblioteca

MARC Lista (tabellare)
Convertible Securities
Convertible Securities
Autore Maitland Tracy V
Edizione [[2009 ed.]]
Pubbl/distr/stampa New York : , : McGraw-Hill Education, , 2022
Descrizione fisica 1 online resource (486 pages)
Disciplina 332.63/2044
Altri autori (Persone) NelsonF. Barry
PartlowDaniel
Soggetto topico Convertible securities
Convertible preferred stocks
Convertible bonds
Portfolio management
ISBN 1-260-46291-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910702892103321
Maitland Tracy V  
New York : , : McGraw-Hill Education, , 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The handbook of convertible bonds [[electronic resource] ] : pricing, strategies and risk management / / Jan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre]
The handbook of convertible bonds [[electronic resource] ] : pricing, strategies and risk management / / Jan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre]
Autore Spiegeleer Jan de
Pubbl/distr/stampa Chichester, U.K., : Wiley, 2011
Descrizione fisica 1 online resource (398 p.)
Disciplina 332.63/23
332.6323
Altri autori (Persone) SchoutensWim
JabrePhilippe
Collana Wiley finance series
Soggetto topico Convertible bonds
Soggetto genere / forma Electronic books.
ISBN 1-118-37469-X
1-283-17542-8
9786613175427
0-470-98019-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. The convertibles market -- pt. 2. Pricing -- pt. 3. Risk management and strategies.
Record Nr. UNINA-9910139619903321
Spiegeleer Jan de  
Chichester, U.K., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The handbook of convertible bonds : pricing, strategies and risk management / / Jan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre]
The handbook of convertible bonds : pricing, strategies and risk management / / Jan De Spiegeleer and Wim Schoutens ; [foreword by Philippe Jabre]
Autore Spiegeleer Jan de
Edizione [1st ed.]
Pubbl/distr/stampa Chichester, U.K., : Wiley, 2011
Descrizione fisica 1 online resource (398 p.)
Disciplina 332.63/23
332.6323
Altri autori (Persone) SchoutensWim
JabrePhilippe
Collana Wiley finance series
Soggetto topico Convertible bonds
ISBN 1-118-37469-X
1-283-17542-8
9786613175427
0-470-98019-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. The convertibles market -- pt. 2. Pricing -- pt. 3. Risk management and strategies.
Record Nr. UNINA-9910876741403321
Spiegeleer Jan de  
Chichester, U.K., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Handbook of Hybrid Securities : Convertible Bonds, CoCo Bonds and Bail-In
The Handbook of Hybrid Securities : Convertible Bonds, CoCo Bonds and Bail-In
Autore De Spiegeleer Jan
Edizione [1st ed.]
Pubbl/distr/stampa Hoboken, : Wiley, 2014
Descrizione fisica 1 online resource (410 p.)
Disciplina 332.632044
Altri autori (Persone) SchoutensWim
Van HulleCynthia
Collana The Wiley Finance Series
Soggetto topico Business
Convertible bonds -- Handbooks, manuals, etc
Convertible securities -- Handbooks, manuals, etc
Convertible securities
Convertible bonds
ISBN 1-118-45000-0
1-118-86265-1
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Handbook of Hybrid Securities; Contents; Reading this Book; Acknowledgments; 1 Hybrid Assets; 1.1 Introduction; 1.2 Hybrid Capital; 1.3 Preferreds; 1.4 Convertible Bonds; 1.5 Contingent Convertibles; 1.6 Other Types of Hybrid Debt; 1.6.1 Hybrid Bank Capital; 1.6.2 Hybrid Corporate Capital; 1.6.3 Toggle Bonds; 1.7 Regulation; 1.7.1 Making Failures Less Likely; 1.7.2 Making Failures Less Disruptive; 1.8 Bail-In Capital; 1.9 Risk and Rating; 1.9.1 Risk; 1.9.2 Rating; 1.10 Conclusion; 2 Convertible Bonds; 2.1 Introduction; 2.2 Anatomy of a Convertible Bond; 2.2.1 Final Payoff
2.2.2 Price Graph 2.2.3 Quotation of a Convertible Bond; 2.2.4 Bond Floor (BF); 2.2.5 Parity; 2.2.6 Convexity; 2.2.7 Optional Conversion; 2.2.8 Forced Conversion; 2.2.9 Mandatory Conversion; 2.3 Convertible Bond Arbitrage; 2.3.1 Components of Risk; 2.3.2 Delta; 2.3.3 Delta Hedging; 2.3.4 Different Notions of Delta; 2.3.5 Greeks; 2.4 Standard Features; 2.4.1 Issuer Call; 2.4.2 Put; 2.4.3 Coupons; 2.4.4 Dividends; 2.5 Additional Features; 2.5.1 Dividend Protection; 2.5.2 Take-Over Protection; 2.5.3 Refixes; 2.6 Other Convertible Bond Types; 2.6.1 Exchangeables; 2.6.2 Synthetic Convertibles
2.6.3 Cross-Currency Convertibles 2.6.4 Reverse Convertibles; 2.6.5 Convertible Preferreds; 2.6.6 Make-Whole; 2.6.7 Contingent Conversion; 2.6.8 Convertible Bond Option; 2.7 Convertible Bond Terminology; 2.7.1 144A; 2.7.2 Fixed-Income Metrics; 2.8 Convertible Bond Market; 2.8.1 Market Participants; 2.8.2 Investors; 2.9 Conclusion; 3 Contingent Convertibles (CoCos); 3.1 Introduction; 3.2 Definition; 3.3 Anatomy; 3.3.1 Loss-Absorption Mechanism; 3.3.2 Trigger; 3.3.3 Host Instrument; 3.4 CoCos and Convertible Bonds; 3.4.1 Forced vs. Optional Conversion; 3.4.2 Negative vs. Positive Convexity
3.4.3 Limited vs. Unlimited Upside 3.4.4 Similarity to Reverse Convertibles; 3.5 CoCos and Regulations; 3.5.1 Introduction; 3.5.2 Basel Framework; 3.5.3 Basel I; 3.5.4 Basel II; 3.5.5 Basel III; 3.5.6 CoCos in Basel III; 3.5.7 High and Low-Trigger CoCos; 3.6 Ranking in the Balance Sheet; 3.7 Alternative Structures; 3.8 Contingent Capital: Pro and Contra; 3.8.1 Advantages; 3.8.2 Disadvantages; 3.8.3 Conclusion; 4 Corporate Hybrids; 4.1 Introduction; 4.2 Issuer of Hybrid Debt; 4.3 Investing in Hybrid Debt; 4.4 Structure of a Corporate Hybrid Bond; 4.4.1 Coupons
4.4.2 Replacement Capital Covenant 4.4.3 Issuer Calls; 4.5 View of Rating Agencies; 4.6 Risk in Hybrid Bonds; 4.6.1 Subordination Risk; 4.6.2 Deferral Risk; 4.6.3 Extension Risk; 4.7 Convexity in Hybrid Bonds; 4.7.1 Case Study: Henkel 5.375% 2104; 4.7.2 Duration Dynamics; 4.8 Equity Character of Hybrid Bonds; 5 Bail-In Bonds; 5.1 Introduction; 5.2 Definition; 5.3 Resolution Regime; 5.3.1 Resolution Tools; 5.3.2 Timetable; 5.4 Case Studies; 5.4.1 Bail-In of Senior Bonds; 5.4.2 Saving Lehman Brothers; 5.5 Consequences of Bail-In; 5.5.1 Higher Funding Costs; 5.5.2 Higher GDP
5.5.3 Availability of Bail-In Bonds
Record Nr. UNINA-9910132494503321
De Spiegeleer Jan  
Hoboken, : Wiley, 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui