Pricing Convertible BondsISBN: 978-0-471-97872-5
Hardcover
272 pages
October 1998
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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.
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.