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Pricing Convertible Bonds

ISBN: 978-0-471-97872-5
Hardcover
272 pages
October 1998
List Price: US $173.00
Government Price: US $110.72
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Using Computer Spreadsheets.

Returns Distributions and Associated Descriptive Statistics.

Modelling the Share Price Process.

The Basic Convertible Bond Model.

Introducing the Complications.

Convertible Bond Sensitivities.

Using Equity Warrant Models to Price CBs.

Refix Clauses.

Appendix.

Index.
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