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

"A masterful presentation of the many risk exposures embedded in the fast growing world of rate, credit and equity hybrid products by leading scholars. The handbook is an essential addition for those venturing into the intricate details of pricing and risk managing the complexities of cross ris...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: De Spiegeleer, Jan (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Somerset Wiley 2014
Ausgabe:1st ed
Schriftenreihe:The Wiley Finance Series
Schlagworte:
Zusammenfassung:"A masterful presentation of the many risk exposures embedded in the fast growing world of rate, credit and equity hybrid products by leading scholars. The handbook is an essential addition for those venturing into the intricate details of pricing and risk managing the complexities of cross risks related to structured bidirectional, mandatory or voluntary, contingent conversions between credit and equity. A must have volume earning a superlative recommendation." -Dilip B. Madan, PhD, Professor of Mathematical Finance, Robert H. Smith School of Business, University of Maryland "This handbook is a successful bridge between theory and practice in the domain of hybrid financial instruments. This is a comprehensive book on hybrids with an extensive introduction on new concepts such as contingent convertibles and bail-in bonds." -Philippe Jabre, Founder, Jabre Capital Partners "This work is a very valuable resource and is required reading for those portfolio managers who want to learn more on hybrid financial instruments." -Theo Vermaelen, Professor of Finance, INSEAD "Hybrid instruments are complex. Like teenagers, they spend many hours in their bedrooms, suspiciously quiet, you never knowing what they are up to, and then suddenly there's an outburst of sound and fury, the cause of which you never understand. Hybrid instruments and teenagers are both to be treated with love and understanding. This book will help you with the hybrid instruments. I don't think there's a solution to the teenager problem." -Paul Wimott, Father
Beschreibung:Description based on publisher supplied metadata and other sources
Beschreibung:1 online resource (410 pages)
ISBN:9781118450000
9781118449998

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