Pricing Convertible Bonds by Kevin B Connolly

Pricing Convertible Bonds by Kevin B Connolly

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Summary

The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles.

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Pricing Convertible Bonds by Kevin B Connolly

The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles.
KEVIN B. CONNIOLLYin used to be Head of Quantitative Research atJames Capel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale s principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd. He also lectures at CityUniversity Business School and London Guildhall University, UK.Kevin has already published a book in 1997, Buying and SellingVolatility.
SKU Unavailable
ISBN 13 9780471978725
ISBN 10 0471978728
Title Pricing Convertible Bonds
Author Kevin B Connolly
Series Wiley Trader's Exchange
Condition Unavailable
Binding Type Hardback
Publisher John Wiley & Sons Inc
Year published 1998-08-18
Number of pages 225
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.