Central Bank of Nigeria Library

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The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in / Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle.

By: Contributor(s): Material type: TextTextSeries: The Wiley finance seriesPublisher: Chichester, West Sussex, United Kingsdom : Wiley, 2014Description: xvi, 390 pages ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9781118449998 (hbk.)
Subject(s): Additional physical formats: Online version:: Handbook of hybrid securitiesDDC classification:
  • 332.63'2044 23
LOC classification:
  • HG4652 .S67 2014
Summary: 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.
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Monograph & others Monograph & others CBN HQ Library 332.63'2044 SPI (Browse shelf(Opens below)) Available 31008100061817
Monograph & others Monograph & others CBN HQ Library 332.63'2044 SPI (Browse shelf(Opens below)) Available 31008100061825
Monograph & others Monograph & others CBN SOKOTO BRANCH LIBRARY Non-fiction 332.63'2044 SPI (Browse shelf(Opens below)) Available 31008100396346
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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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