This article was paid for by a contributing third party.More Information.
Valuing convertible bonds with 20-of-30 soft call provision
ITO33 is the leading provider of software and solutions to value and risk-manage convertible bonds and equity derivatives. At a time when many vendors are merely addressing issues of scope and volume, ITO33 remains convinced that firms specialising in trading convertible bonds should also demand rigorous handling of challenging valuation problems. These can have a significant impact on the theoretical value and greeks of the traded instruments.
Download/read the full article in PDF format
Sponsored content
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing 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
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