The Handbook of Hybrid Securities Convertible Bonds, CoCo Bonds, and Bail In 1st Edition by Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle ISBN 1118449991 9781118449998

The Handbook of Hybrid Securities Convertible Bonds, CoCo Bonds, and Bail In 1st Edition by Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle – Ebook PDF Instant Download/Delivery: 1118449991, 9781118449998
Full dowload The Handbook of Hybrid Securities Convertible Bonds, CoCo Bonds, and Bail In 1st  Edition after payment

Product details:

ISBN 10: 1118449991
ISBN 13: 9781118449998
Author: Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle

To 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 equity nor debt, they possess characteristics of both, and carry unique risks that cannot be ignored, but are often woefully misunderstood. The first and only book of its kind, The Handbook of Hybrid Securities dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view.

• Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models
• Provides strategies for the full range of hybrid asset classes, including convertible bonds, preferreds, trust preferreds, contingent convertibles, bonds labeled “additional Tier 1,” and more
• Offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market
• The most up-to-date, in-depth book on the subject, this is a valuable working resource for traders, analysts and risk managers, and a indispensable reference for regulators

The Handbook of Hybrid Securities Convertible Bonds, CoCo Bonds, and Bail In 1st  Table of contents:

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

People also search for The Handbook of Hybrid Securities Convertible Bonds, CoCo Bonds, and Bail In 1st :
    

handbook of hybrid securities    
the handbook of hybrid securities    
hybrid securities examples    
handbook of hedge funds    
handbook of corporate equity derivatives and equity capital markets