By browsing this website, you acknowledge the use of a simple identification cookie. It is not used for anything other than keeping track of your session from page to page. OK


Search

1

The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds, and Bail-In.

DE SPIEGELEER Jan ; SCHOUTENS Wim ; VAN HULLE Cynthia

WILEY

2014

390

134.06-DESPI

DERIVATIVE MARKET ; CONVERTIBLE BOND ; FINANCIAL RISK


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

ISBN 13 : 9781118449998

Contents :
1 Hybrid Assets
2 Convertible Bonds
3 Contingent Convertibles (CoCos)
4 Corporate Hybrids
5 Bail-In Bonds
6 Modeling Hybrids: An Introduction
7 Modeling Hybrids: Stochastic Processes
8 Modeling Hybrids: Risk Neutrality
9 Modeling Hybrids: Advanced Issues
10 Modeling Hybrids: Handling Credit
11 Constant Elasticity of Variance
12 Pricing Contingent Debt
13 Multi-Factor Models for Hybrids
References
Index

Language : English

Series : WILEY FINANCE SERIES

Place of publishing : TORONTO

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque