Pricing Convertible Bonds

KEVIN B. CONNIOLLYin used to be Head of Quantitative Research atJames Capel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale s principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd. He also lectures at CityUniversity Business School and London Guildhall University, UK.Kevin has already published a book in 1997, Buying and SellingVolatility.