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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.
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.
Provides a primer on CoCo Bonds
Gives an overview of pricing models for these hybrid instruments
Describes how to risk-manage contingent convertibles using sophisticated cutting edge techniques
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 116 |
| Reihe: | SpringerBriefs in Finance |
| Inhalt: |
viii
106 S. 18 s/w Illustr. 25 farbige Illustr. 106 p. 43 illus. 25 illus. in color. |
| ISBN-13: | 9783030018238 |
| ISBN-10: | 3030018237 |
| Sprache: | Englisch |
| Herstellernummer: | 978-3-030-01823-8 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
De Spiegeleer, Jan
Schoutens, Wim Marquet, Ine |
| Auflage: | 1st ed. 2018 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG SpringerBriefs in Finance |
| Maße: | 235 x 155 x 7 mm |
| Von/Mit: | Jan De Spiegeleer (u. a.) |
| Erscheinungsdatum: | 13.11.2018 |
| Gewicht: | 0,189 kg |
Provides a primer on CoCo Bonds
Gives an overview of pricing models for these hybrid instruments
Describes how to risk-manage contingent convertibles using sophisticated cutting edge techniques
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 116 |
| Reihe: | SpringerBriefs in Finance |
| Inhalt: |
viii
106 S. 18 s/w Illustr. 25 farbige Illustr. 106 p. 43 illus. 25 illus. in color. |
| ISBN-13: | 9783030018238 |
| ISBN-10: | 3030018237 |
| Sprache: | Englisch |
| Herstellernummer: | 978-3-030-01823-8 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
De Spiegeleer, Jan
Schoutens, Wim Marquet, Ine |
| Auflage: | 1st ed. 2018 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG SpringerBriefs in Finance |
| Maße: | 235 x 155 x 7 mm |
| Von/Mit: | Jan De Spiegeleer (u. a.) |
| Erscheinungsdatum: | 13.11.2018 |
| Gewicht: | 0,189 kg |
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