Journal of Risk Model Validation
ISSN:
1753-9579 (print)
1753-9587 (online)
Editor-in-chief: Steve Satchell
Review, theory and implementation of convertible bonds for commercial investment
Raj Kunwar, Zhihui Yang, Jonathan Lai and Jerrold Cline
Abstract
ABSTRACT
This technical paper provides a comprehensive literature review of the convertible bond model, as well as discussing the theory behind it and its validation. The authors analyze several different deal terms of a chosen convertible bond in order to value the embedded optionality of the convertible bond and systematically carry out the model validation of a convertible bond model for commercial investment purposes.
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
