Debt with an equity option attached; the literature runs from Thorp's original hedging insight to modern structuring handbooks.
A method to price warrants and convertibles and hedge them against the stock.
A handbook chapter on nonconvertible preferred stock as a fixed-income security.
How to value convertible bonds and preferred stock and use them in a portfolio.
How convertible arbitrage hedges a convertible's stock, credit and volatility risk.
How convertible bonds are priced, structured and risk-managed.
Extends the same treatment to CoCos and other hybrids.
Earlier market survey, useful on the pre-2000 issuance regime.