Table of Contents
Anatomy
of convertible bonds
Review
of convertible formulas
PPT
Slide
PPT
Slide
Conversion
premium
Break
even calculations
Break-even
calculations (cont’d)
Weaknesses
of break-even analysis
Bond
investment value
Estimation
of the discount rate
Duration
Duration
analysis applied to convertibles
Duration
and coupon
PPT
Slide
PPT
Slide
Correlation
with interest rates
Pricing
simple convertible bonds
PPT
Slide
PPT
Slide
PPT
Slide
Contingent
claim approach
PPT
Slide |
Author: Yue-Kuen Kwok
Email: maykwok@ust.hk
Download presentation source |