Convertible bonds

Assets

Debt with an equity option attached; the literature runs from Thorp's original hedging insight to modern structuring handbooks.

6 books · 2 people behind it

Start here

  1. Beat the MarketEdward O. Thorp, Sheen T. Kassouf, 1967
  2. Convertible SecuritiesJohn P. Calamos, 1998
  3. The Handbook of Convertible BondsJan De Spiegeleer, Wim Schoutens, 2011

The people behind it 2

Each person holds a book in this entry or names it in their own tags.

Investors 1

EO
Edward O. Thorp1 book here

Academics 1

EO
Edward O. Thorp1 book here

Books 6

Beat the Market
T1 Beat the Market
Edward O. Thorp, Sheen T. Kassouf · 1967 · The convertible and warrant hedge that started quantitative arbitrage.
Open Library
Convertible Securities
T3 Convertible Securities
John P. Calamos · 1998 · Instruments, portfolio strategies and valuation from the best-known convertible manager.
Open Library
Convertible Arbitrage
T3 Convertible Arbitrage
Nick P. Calamos · 2003 · The hedged strategy: delta, credit and gamma trading of converts.
Open Library
The Handbook of Convertible Bonds
T3 The Handbook of Convertible Bonds
Jan De Spiegeleer, Wim Schoutens · 2011 · Modern pricing, structuring and risk management reference.
Open Library
The Handbook of Hybrid Securities
T3 The Handbook of Hybrid Securities
Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle · 2014 · Extends the same treatment to CoCos and other hybrids.
Open Library
Convertible Bond Markets
T4 Convertible Bond Markets
George A. Philips · 1997 · Earlier market survey, useful on the pre-2000 issuance regime.
Open Library