Methods of pricing convertible bonds
Includes abstract. === Includes bibliographical references (leaves 112-115). === The aim of this dissertation was to build a basic understanding of hybrid securities with a focus on convertible bonds. We look at various methods to price these complex instruments and learn of the many subtleties they...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2015
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| Online Access: | http://hdl.handle.net/11427/11260 |