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The Handbook Of Convertible Bonds

Author: Jan De Spiegeleer
Publisher: John Wiley & Sons
ISBN: 1119978068
Size: 73.94 MB
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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 mathematics or of equity derivatives and therefore have no idea how to incorporate credit and equity together into their existing pricing tools. Part I of the book covers the impact that the 2008 credit crunch has had on the markets, it then shows how to build up a convertible bond and introduces the reader to the traditional convertible vocabulary of yield to put, premium, conversion ratio, delta, gamma, vega and parity. The market of stock borrowing and lending will also be covered in detail. Using an intuitive approach based on the Jensen inequality, the authors will also show the advantages of using a hybrid to add value - pre 2008, many investors labelled convertible bonds as 'investing with no downside', there are of course plenty of 2008 examples to prove that they were wrong. The authors then go onto give a complete explanation of the different features that can be embedded in convertible bond. Part II shows readers how to price convertibles. It covers the different parameters used in valuation models: credit spreads, volatility, interest rates and borrow fees and Maturity. Part III covers investment strategies for equity, fixed income and hedge fund investors and includes dynamic hedging and convertible arbitrage. Part IV explains the all important risk management part of the process in detail. This is a highly practical book, all products priced are real world examples and numerical examples are not limited to hypothetical convertibles. It is a must read for anyone wanting to safely get into this highly liquid, high return market.

The Handbook Of Hybrid Securities

Author: Jan De Spiegeleer
Publisher: John Wiley & Sons
ISBN: 1118450027
Size: 26.93 MB
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Introducing a revolutionary new quantitative approach to hybridsecurities valuation and risk management To an equity trader they are shares. For the trader at the fixedincome desk, they are bonds (after all, they pay coupons, so what'sthe problem?). They are hybrid securities. Neither equity nor debt,they possess characteristics of both, and carry unique risks thatcannot be ignored, but are often woefully misunderstood. The firstand only book of its kind, The Handbook of Hybrid Securitiesdispels the many myths and misconceptions about hybrid securitiesand arms you with a quantitative, practical approach to dealingwith them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuationand risk management that uses new structural and multi-factormodels Provides strategies for the full range of hybrid asset classes,including convertible bonds, preferreds, trust preferreds,contingent convertibles, bonds labeled "additional Tier 1," andmore Offers an expert review of current regulatory climate regardinghybrids, globally, and explores likely political developments andtheir potential impact on the hybrid market The most up-to-date, in-depth book on the subject, this is avaluable working resource for traders, analysts and risk managers,and a indispensable reference for regulators

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Size: 38.70 MB
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Routledge Handbook Of Banking And Finance In Asia

Author: Ulrich Volz
Publisher: Routledge
ISBN: 1134862148
Size: 24.47 MB
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The Routledge Handbook of Banking and Finance in Asia brings together leading scholars, policymakers, and practitioners to provide a comprehensive and cutting-edge guide to Asia’s financial institutions, markets, and systems. Part I provides a country-by-country overview of banking and finance in East, Southeast, and South Asia, including examples from China, Japan, Hong Kong, India, and Singapore. Part II contains thematic chapters, covering topics such as commercial banking, development banking, infrastructure finance, stock markets, insurance, and sovereign wealth funds. It also includes examinations of banking regulation and supervision, and analyses of macroprudential regulation, capital flow management measures, and monetary policy. Finally, it provides new insights into topical issues such as SME, green, and Islamic finance. This handbook is an essential resource for scholars and students of Asian economics and finance and for professionals working in financial markets in Asia.

The Handbook Of Global Corporate Treasury

Author: Rajiv Rajendra
Publisher: John Wiley & Sons
ISBN: 111812734X
Size: 17.93 MB
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A complete guide to operating a corporate treasury from a global perspective For CFOs and treasurers looking to re-align their treasuries with the growth of the global firm, bankers who seek to maximize the value they create for clients, treasury and finance firm employees, and even finance students, this book provides an easy-to-read approach to this exciting and increasingly complex world. It includes a toolkit that gives practitioners a reference point that they can adapt immediately for use in their firms, providing a low-cost, high-efficiency advisory solution they previously lacked. Offers a uniquely global perspective unlike most books on the subject, which tend to focus on the US market Incorporates a bottom-up, segmented approach that uses fundamental building blocks to form a comprehensive overview of corporate treasury Includes a toolkit that provides a ready foundation for learning based on checklists, templates, and scorecards that can be adapted and customized to the needs of an individual firm Written by an author with more than 13 years working in different aspects of corporate and institutional banking, from capital markets to transaction services Written by an author who has spent many years working The Handbook of Global Corporate Treasury serves as a ready reference for anyone interested in the nuances and practicalities of the complex world of corporate treasury.