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Convertible Bonds
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Abstract
A convertible bond (CB) is a
corporate bond
that may be converted into a certain number of shares of the issuing company, also known as the
underlying equity
. Pricing and hedging of convertible bonds involves accounting for the volatility of the underlying stock as well as the credit risk of the firm's debt. Convertible bonds are examples of equity–credit hybrids.
Title: Convertible Bonds
Description:
Abstract
A convertible bond (CB) is a
corporate bond
that may be converted into a certain number of shares of the issuing company, also known as the
underlying equity
.
Pricing and hedging of convertible bonds involves accounting for the volatility of the underlying stock as well as the credit risk of the firm's debt.
Convertible bonds are examples of equity–credit hybrids.
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