All ebooks by Jan De Spiegeleer in PDF and EPUB
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All ebooks by Jan De Spiegeleer in PDF and EPUB


3  Book(s)
Download this eBook The Risk Management of Contingent Convertible (CoCo) Bonds
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The Risk Management of Contingent Convertible (CoCo) Bonds


Jan De Spiegeleer , Ine Marquet , Wim Schoutens


This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced...

Publication date: 2018-11-02
Format: PDF, ePub
Publisher: Springer
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£54,99
Download this eBook The Handbook of Hybrid Securities
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The Handbook of Hybrid Securities


Jan De Spiegeleer , Wim Schoutens , Cynthia Van Hulle


Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid...

Publication date: 2014-08-06
Format: PDF, ePub
Publisher: Wiley
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£66,46
Download this eBook The Handbook of Convertible Bonds
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The Handbook of Convertible Bonds


Jan De Spiegeleer , Wim Schoutens


This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income...

Publication date: 2011-07-07
Format: PDF, ePub
Publisher: Wiley
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£89,66

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