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