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- Product code: 9381
- ISBN: 0471978728,
ISBN13: 9780471978725,
268 pages, hardback
Published by John Wiley & Sons on 1998
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Description of Pricing Convertible Bonds |
This text explains how to price a convertible bond, the effects of the issuer's call and the refix clauses. Convertible bond pricing software is supplied free with the book, which should allow investors and smaller professional entities alike access to the same models and systems as the large market players.
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Contents of Pricing Convertible Bonds |
1. Introduction
2. Using Computer Spreadsheets
3. Returns Distribution and Associated Descriptive Statistics
4. Modelling the Share Price Process
5. The Basic Convertible Bond Model
6. Introducing the Complications
7. Convertible Bond Sensitivities
8. Using Equity Warrant Models to Price CBs
9. Refix Clauses
Appendix: A Guide to the Software Supplied on Disk
Index
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