The valuation and calibration of convertible bonds

The valuation and calibration of convertible bonds

A convertible bond (CB) is a hybrid security possessing the characteristics of both debt and equity. It gives the holder the right to convert the bond into a pre-specified number of shares (usually by the same issuer of the CB) until maturity of the bond, and may also contain additional features suc...

Full description

Bibliographic Details
Main Author: Hariparsad, Sanveer
Other Authors: Prof E Mare
Published: 2013
Subjects:
Convertible arbitrage
Credit and default risk
Convertible bond valuation
Calibration
Negative convexity
UCTD
Online Access:http://hdl.handle.net/2263/24349
Hariparsad, S 2009, The valuation and calibration of convertible bonds, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/24349 >
http://upetd.up.ac.za/thesis/available/etd-05052009-115008/

Internet

http://hdl.handle.net/2263/24349
Hariparsad, S 2009, The valuation and calibration of convertible bonds, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/24349 >
http://upetd.up.ac.za/thesis/available/etd-05052009-115008/

Similar Items