The handbook of hybrid securities: convertible bonds, coco bonds, and bail-in
"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...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
2014
|
| Schriftenreihe: | The Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Cover image Inhaltsverzeichnis |
| Zusammenfassung: | "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 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 ".. |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | pages cm |
| ISBN: | 9781118449998 |
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Datensatz im Suchindex
| _version_ | 1804152622844739584 |
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| adam_text | THE HANDBOOK OF HYBRID SECURITIES
/ / / / SPIEGELEER, JAN DE.
: : : : 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
^^ - AMERICAN MONTE CARLO 486 13.4 MULTI-FACTOR MODELS 501 13.5
CONCLUSION 511
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
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| isbn | 9781118449998 |
| language | English |
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| spelling | Spiegeleer, Jan de. Verfasser aut The handbook of hybrid securities convertible bonds, coco bonds, and bail-in Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle 2014 pages cm txt rdacontent n rdamedia nc rdacarrier The Wiley finance series Includes bibliographical references and index "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 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 ".. BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Convertible securities Handbooks, manuals, etc Convertible bonds Handbooks, manuals, etc BUSINESS & ECONOMICS / Finance Schoutens, Wim Verfasser aut Vanhulle, Cynthia Verfasser aut http://catalogimages.wiley.com/images/db/jimages/9781118449998.jpg Cover image LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027578991&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Spiegeleer, Jan de Schoutens, Wim Vanhulle, Cynthia The handbook of hybrid securities convertible bonds, coco bonds, and bail-in BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Convertible securities Handbooks, manuals, etc Convertible bonds Handbooks, manuals, etc BUSINESS & ECONOMICS / Finance |
| title | The handbook of hybrid securities convertible bonds, coco bonds, and bail-in |
| title_auth | The handbook of hybrid securities convertible bonds, coco bonds, and bail-in |
| title_exact_search | The handbook of hybrid securities convertible bonds, coco bonds, and bail-in |
| title_full | The handbook of hybrid securities convertible bonds, coco bonds, and bail-in Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle |
| title_fullStr | The handbook of hybrid securities convertible bonds, coco bonds, and bail-in Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle |
| title_full_unstemmed | The handbook of hybrid securities convertible bonds, coco bonds, and bail-in Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle |
| title_short | The handbook of hybrid securities |
| title_sort | the handbook of hybrid securities convertible bonds coco bonds and bail in |
| title_sub | convertible bonds, coco bonds, and bail-in |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Convertible securities Handbooks, manuals, etc Convertible bonds Handbooks, manuals, etc BUSINESS & ECONOMICS / Finance |
| topic_facet | BUSINESS & ECONOMICS / Finance Wirtschaft Convertible securities Handbooks, manuals, etc Convertible bonds Handbooks, manuals, etc |
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