An Intuitive Procedure to Approximate Convertible Bond Hedge Ratios and Durations
| Year of publication: |
2013
|
|---|---|
| Authors: | Ferguson, Robert |
| Other Persons: | Butman, Robert (contributor) ; Erickson, Hans (contributor) ; Rossiello, Steven (contributor) |
| Publisher: |
[2013]: [S.l.] : SSRN |
| Subject: | Wandelanleihe | Convertible bond | Hedging | Theorie | Theory |
| Description of contents: |
A simple and intuitive model to approximate convertible bond hedge ratios and durations can help investors understand how these securities can be hedged and how more complex models work
|
| Extent: | 1 Online-Ressource (9 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Journalof Portfolio Management, Vol. 22, No. 1, 1995 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 1995 erstellt |
| Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013073040