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Description of Convertible Bond Markets

The convertible bond market has recently gained increasing significance on a global basis with particularly notable growth among very fast growing companies hungry for capital. Philip's Convertible Bond Markets is a comprehensive assessment of this market place, illustrating clearly how investors of all risk persuasions may best utilise the instrument. It will be of great interest both to academics and to professionals including equity fund managers, bond fund managers, 'swaps' teams, stock loan departments, risk controllers, treasurers and proprietary traders.

Title Information

ISBN:

9780333687499

Pages:

160 pages

Format:

Hardback

Product Code:

4732

Publisher:

Palgrave MacMillan

Published:

07/05/1997

Edition:

1st Edition

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Contents of Convertible Bond Markets

1. Convertible Bonds

2. Convertible Financing

3. Payoff Analysis: A Primer for Theoretical Valuation

4. Fair Value of a Convertible Bond

5. An Introduction to Interest Rate Sensitivity of Convertible Bonds

6. Default Risk Agreed

7. Long Volatility

8. Multivariate Hedging