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The Handbook of Hybrid Securities : Convertible Bonds, CoCo Bonds, and Bail-In

Van Hulle, Cynthia Schoutens, Wim De Spiegeleer, Jan

The Wiley Finance Series

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Leveringstid: 7-30 dager

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Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To 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 hybrid securities.

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