A CoCo stands for a bond that will be converted into equity as soon as the bank gets into a life ...
This is a complete guide to the pricing and risk management of convertible bond portfolios. Conve...
This is a complete guide to the pricing and risk management of convertible bond portfolios. Conve...
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk man...
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk man...
This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial i...
This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid f...
Hybrid financial securities contain properties of both debt and equity. Blending the properties o...