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Methods of pricing convertible bonds

Includes abstract.

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Bibliographic Details
Main Author: Zadikov, Ariel
Other Authors: Becker, Ronald
Format: Thesis
Language:English
Published: Department of Mathematics and Applied Mathematics 2015
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access_status_str Open Access
author Zadikov, Ariel
author2 Becker, Ronald
author_browse Becker, Ronald
Zadikov, Ariel
author_facet Becker, Ronald
Zadikov, Ariel
author_sort Zadikov, Ariel
collection Thesis
description Includes abstract.
format Thesis
id oai:open.uct.ac.za:11427/11260
institution University of Cape Town (South Africa)
language eng
last_indexed 2026-06-10T12:50:30.099Z
license_str Not specified — see source repository
provenance_str_mv Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository
publishDate 2015
publishDateRange 2015
publishDateSort 2015
publisher Department of Mathematics and Applied Mathematics
publisherStr Department of Mathematics and Applied Mathematics
record_format dspace
source_str UCTD — University of Cape Town Open Access Repository
spelling oai:open.uct.ac.za:11427/11260 Methods of pricing convertible bonds Zadikov, Ariel Becker, Ronald Mathematics and Applied Mathematics Includes abstract. Includes bibliographical references (leaves 112-115). 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. 2015-01-04T14:29:27Z 2015-01-04T14:29:27Z 2010 Master Thesis Masters MSc http://hdl.handle.net/11427/11260 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town
spellingShingle Mathematics and Applied Mathematics
Zadikov, Ariel
Methods of pricing convertible bonds
thesis_degree_str Master's
title Methods of pricing convertible bonds
title_full Methods of pricing convertible bonds
title_fullStr Methods of pricing convertible bonds
title_full_unstemmed Methods of pricing convertible bonds
title_short Methods of pricing convertible bonds
title_sort methods of pricing convertible bonds
topic Mathematics and Applied Mathematics
url http://hdl.handle.net/11427/11260
work_keys_str_mv AT zadikovariel methodsofpricingconvertiblebonds