The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in / Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle.
Material type:
TextSeries: The Wiley finance seriesPublisher: Chichester, West Sussex, United Kingsdom : Wiley, 2014Description: xvi, 390 pages ; 25 cmContent type: - text
- unmediated
- volume
- 9781118449998 (hbk.)
- 332.63'2044 23
- HG4652 .S67 2014
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| 332.63'2 CHO The REPO handbook / | 332.63'2042 LO The evolution of technical analysis : | 332.63'2044 HAN The handbook of fixed income securities / | 332.63'2044 SPI The handbook of hybrid securities : | 332.63'22 KAT The little book of sideways markets : | 332.63'22 KAT The little book of sideways markets : | 332.63'221028553 LUN Equity valuation and analysis with eVal / |
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.
oif 12/06/15
Loan
Includes bibliographical references and index.
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