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The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds and Bail-In
Author Jan De Spiegeleer , Wim Schoutens , Cynthia Van Hulle
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk managementTo an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybr....
Release Date 2014/05