- Returns distributions and associated descriptive statistics
- Modelling the share price process
- The basic convertible bond model
- Introducing the complications
- Convertible bond sensitivities
- Using equity warrent models to price CBs
- Refix clauses
Returns Distributions and Associated Descriptive Statistics.
Modelling the Share Price Process.
The Basic Convertible Bond Model.
Introducing the Complications.
Convertible Bond Sensitivities.
Using Equity Warrant Models to Price CBs.