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

"Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk managementTo an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither e...

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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Author:	Spiegeleer, Jan de
Other Authors:	Schoutens, Wim, Vanhulle, Cynthia, 1956-
Format:	eBook
Language:	English
Published:	Chichester, West Sussex : John Wiley Sons, 2014.
Series:	Wiley finance series.
Subjects:	Convertible securities > Handbooks, manuals, etc. Convertible bonds > Handbooks, manuals, etc. Convertible bonds. Convertible securities. Handbooks and manuals.