Methods of pricing convertible bonds
Master Thesis
2010
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University of Cape Town
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Abstract
The aim of this dissertation was to build a basic understanding of hybrid securities with a focus on convertible bonds. We look at various methods to price these complex instruments and learn of the many subtleties they exhibit when traded in the market.
Description
Includes abstract.
Includes bibliographical references (leaves 112-115).
Reference:
Zadikov, A. 2010. Methods of pricing convertible bonds. University of Cape Town.