Convertible bond markets

著者
書誌事項

Convertible bond markets

George A. Philips ; foreword by Sajid Ramzan

Palgrave Macmillan, 2002

この図書・雑誌をさがす
注記

"Transferred to digital printing 2002"--T.p. verso

Biblipgraphy: p. 134-138

Includes index

内容説明・目次

内容説明

The convertible bond market has recently gained increasing significance on a global basis with particularly notable growth among very fast growing companies hungry for capital. Philips' Convertible Bond Markets is a comprehensive assessment of this market place, illustrating clearly how investors of all risk persuasions may best utilise the instrument. It will be of great interest both to academics and to professionals including equity fund managers, bond fund managers, 'swaps' teams, stock loan departments, risk controllers, treasurers and proprietary traders.

目次

Foreword - Preface - List of Tables - List of Figures - Convertible Bonds - Convertible Financing - Payoff Analysis: A Primer for Theoretical Valuation - Fair Value of a Convertible Bond - An Introduction to the Interest Sensitivity of Convertible Bonds - Default Risk Assessed - Long Volatility - Multivariate Hedging - Bibiography - Index

「Nielsen BookData」 より

詳細情報
  • NII書誌ID(NCID)
    BA63353483
  • ISBN
    • 0333687493
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Basingstoke, Hampshire
  • ページ数/冊数
    xvi, 144 p.
  • 大きさ
    23 cm
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