Download or read book An Analysis of the Nature of Convertible Bonds written by Gary Ralph Stone and published by . This book was released on 1967 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Analysis of the Investment Nature of Convertible Bonds written by Gary Ralph Stone and published by . This book was released on 1967 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Convertible Securities The Latest Instruments Portfolio Strategies and Valuation Analysis Revised Edition written by John P. Calamos and published by McGraw Hill Professional. This book was released on 1998-06-22 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive book on the subject, Convertible Securities explains the various types of convertible instruments, valuation and pricing methods, and investment strategies. Completely updated from its first edition, this guide includes chapters on international convertibles and asset allocation strategies for the institutional investor.
Download or read book Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Download or read book A Multiple Discriminant Investigation Into the Nature of Firms Issuing Convertible Bonds written by Bruce Cale Payne and published by . This book was released on 1977 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract.
Download or read book Recent Advances in Stochastic Operations Research written by Tadashi Dohi and published by World Scientific. This book was released on 2007 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."
Download or read book Convertible Bonds and Convertible Preferred Stock written by Herbert Nathaniel Watkins and published by . This book was released on 1970 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book CONVERTIBLE BONDS AND PREFERRED STOCKS AN ANALYSIS AND EVALUATION OF THEIR ROLE AS CAPITAL RAISING INSTRUMENTS written by CLAYTON JAMES PILCHER and published by . This book was released on 1954 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Convertible Arbitrage written by Nick P. Calamos and published by John Wiley & Sons. This book was released on 2011-01-19 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a portfolio of convertible securities-generally convertible bonds-and hedging a portion of the equity risk by selling short the underlying common stock. This increasingly popular strategy, which is especially useful during times of market volatility, allows individuals to increase their returns while decreasing their risks. Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics. Readers will be introduced to a variety of models for convertible analysis, "the Greeks," as well as the full range of hedges, including titled and leveraged hedges, as well as swaps, nontraditional hedges, and option hedging. They will also gain a firm understanding of alternative convertible structures, the use of foreign convertibles in hedging, risk management at the portfolio level, and trading and hedging risks. Convertible Arbitrage eliminates any confusion by clearly differentiating convertible arbitrage strategy from other hedging techniques such as long-short equity, merger and acquisition arbitrage, and fixed-income arbitrage. Nick Calamos (Naperville, IL) oversees research and portfolio management for Calamos Asset Management, Inc. Since 1983 his experience has centered on convertible securities investment. He received his undergraduate degree in economics from Southern Illinois University and an MS in finance from Northern Illinois University.
Download or read book A Tea Reader written by Katrina Avila Munichiello and published by Tuttle Publishing. This book was released on 2017-03-21 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Tea Reader contains a selection of stories that cover the spectrum of life. This anthology shares the ways that tea has changed lives through personal, intimate stories. Read of deep family moments, conquered heartbreak, and peace found in the face of loss. A Tea Reader includes stories from all types of tea people: people brought up in the tea tradition, those newly discovering it, classic writings from long-ago tea lovers and those making tea a career. Together these tales create a new image of a tea drinker. They show that tea is not simply something you drink, but it also provides quiet moments for making important decisions, a catalyst for conversation, and the energy we sometimes need to operate in our lives. The stories found in A Tea Reader cover the spectrum of life, such as the development of new friendships, beginning new careers, taking dream journeys, and essentially sharing the deep moments of life with friends and families. Whether you are a tea lover or not, here you will discover stories that speak to you and inspire you. Sit down, grab a cup, and read on.
Download or read book The Risk Management of Contingent Convertible CoCo Bonds written by Jan De Spiegeleer and published by Springer. This book was released on 2018-11-02 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 either via the breaching of a particular accounting ratio, typically in terms of the Common Equity Tier 1 (CET1) ratio, or via a regulatory trigger. CoCos are non-standardised instruments with different loss-absorption and trigger mechanisms. They might also contain additional features such as the cancellation of coupon payments. Different pricing models are discussed in detail. These models use market data such as share prices, CDS levels and implied volatility in order to calculate the theoretical price of a CoCo bond and its sensitivities, providing the investor with insides to hedge from adverse changes in the market conditions. The audience are professionals as well as academics who want to learn how to risk manage CoCo bonds using cutting edge techniques as well as all the risk involved in CoCo bonds.
Download or read book Contingent Convertible Bonds Corporate Hybrid Securities and Preferred Shares written by Marcin Liberadzki and published by Springer. This book was released on 2019-06-17 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a comprehensive guide to the new generation of hybrid securities: subordinated and perpetual bonds with deferrable coupon first issued around 2003, and the youngest member of the hybrids family named CoCos (contingent convertibles) being a product of Basel III or European Union CRD IV regime (2014). Contingent capital constitutes a contractual recapitalization mechanism for troubled financial institutions. An increasing number of European banks have issued CoCo bonds in order to bolster their capital ratios. Following the EU pattern, CoCos issues have become increasingly popular within banks in Asia and the Pacific. The EU regulatory treatment of the contingent convertibles issued by banks and insurers together with bank bail-in instruments is at the forefront of the book. Furthermore, the book provides an overview of hybrids pricing and risk assessment approach and covers the non-voting preferred stocks as another hybrids class.
Download or read book The Valuation of Convertible Bonds written by Otto H. Poensgen and published by Franklin Classics Trade Press. This book was released on 2018-11-11 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Download or read book New Trends in Finance and Accounting written by David Procházka and published by Springer. This book was released on 2016-12-25 with total page 823 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the most current trends in the field of finance and accounting from an international perspective. Featuring contributions presented at the 17th Annual Conference on Finance and Accounting at the University of Economics in Prague, this title provides a mix of research methods used to uncover the hidden consequences of accounting convergence in the private (IFRS) and public sectors (IPSAS). Topics covered include international taxation (from both the micro- and macroeconomic level), international investment, monetary economics, risk management, management accounting, auditing, investment capital, corporate finance and banking, among others. The global business environment shapes the international financial flows of finance and the demand for international harmonization of accounting. As such, the field of global finance and accounting has encountered some new challenges. For example, policy-makers and regulators are forced to restructure their tools to tackle with new features of trading at global capital markets and international investment. This book complements this global view of development with country-specific studies, focusing on emerging and transitioning economies, which are affected indirectly and in unforeseen ways. The combination of global perspective and local specifics makes this volume attractive and useful to academics, researchers, regulators and policy-makers in the field of finance and accounting.
Download or read book Convertible Bonds written by William S. Skelly and published by . This book was released on 1959 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Pricing Convertible Bonds written by Kevin B. Connolly and published by Wiley. This book was released on 1998-10-15 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds. Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as: * Returns distributions and associated descriptive statistics * Modeling the share price process * The basic convertible bond model * Introducing the complications * Convertible bond sensitivities * Using equity warrant models to price CBs * Refix clauses Fund managers, hedge players/traders, undergraduates and postgraduates will find this book invaluable. Easy to understand software on Microsoft Excel spreadsheets is also supplied.
Download or read book The Valuation of Convertible Bonds written by James E. Walter and published by . This book was released on 1972 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt:
