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...
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2013
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| 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/ |