The handbook of hybrid securities :
Spiegeleer, Jan de.
The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in / Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle. - xvi, 390 pages ; 25 cm. - The Wiley finance series. .
Includes bibliographical references and index.
Dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models. Provides strategies for the full range of hybrid asset classes and offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market.
9781118449998 (hbk.)
2013046701
Convertible securities--Handbooks, manuals, etc.
Convertible bonds--Handbooks, manuals, etc.
Finance.
HG4652 / .S67 2014
332.63'2044
The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in / Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle. - xvi, 390 pages ; 25 cm. - The Wiley finance series. .
Includes bibliographical references and index.
Dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models. Provides strategies for the full range of hybrid asset classes and offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market.
9781118449998 (hbk.)
2013046701
Convertible securities--Handbooks, manuals, etc.
Convertible bonds--Handbooks, manuals, etc.
Finance.
HG4652 / .S67 2014
332.63'2044