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Department of Mathematics and Applied Mathematics
Methods of pricing convertible bonds
Abstract
dc:description.abstractThe 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.
Degree
thesis:*- Grantor dc:publisher.institution
- Department of Mathematics and Applied Mathematics
- Year dc:date.issued
- 2010
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Zadikov, Ariel
- Advisor dc:contributor.advisor
-
- Becker, Ronald
Rights
- Language dc:language.iso
- eng
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/11427/11260
- OAI identifier oai:identifier
- oai:open.uct.ac.za:11427/11260