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Convertible

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Fixed Income Analytics
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Abstract

In the following, we consider a subset of corporate bonds and consider an instrument that connects the asset classes fixed income with equity. We proceed with the following definition:

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References

  1. Wolfgang M (2015) Portfolio analytics, 2nd edn. Springer International publisher, Cham

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  2. de Spiegeleer J, Schoutens W (2011) The handbook of convertible bonds. Wiley, Hoboken, NJ

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Marty, W. (2017). Convertible. In: Fixed Income Analytics. Springer, Cham. https://doi.org/10.1007/978-3-319-48541-6_8

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