Index
- 144A convertible bonds
- accounting trigger events
- accrued interest
- adaptive mesh method
- additional features, convertible bonds
- Additional Tier 1 capital, Basel III
- advanced Poisson processes
- alternative cash settlement mechanism (ACSM)
- American Economic Association
- American Monte Carlo technique
- American options
- analytical solution CEV valuations
- arbitrage
- asset classes, concepts
- at-the-money options
- auto-callables
- Bachelier, Louis
- bail-in capital
- bail-outs, banks
- balance sheets
- Bank of Cyprus
- Bank of England
- barrier options
- Basel Capital Accord
- Basel Committee of the Bank of International Settlements
- Basel I
- see also Tier…
- Basel II
- Basel III
- see also Additional Tier 1 capital; Common Equity Tier 1 capital
- CoCos
- concepts
- leverage ratios
- liquidity requirements
- phased implementation
- risk-weighted assets
- too-big-to-fail banks
- bear markets, convertible bonds
- Bermudan options
- Bernoulli experiments
- betas
- bid–offer spreads
- binary down-and-in options (BDIs)
- binary down-and-out options (BDOs)
- binomial trees
- Black model
- black-box pricing models
- Black–Scholes pricing model
- see also closed-form solutions; geometric Brownian motion; partial differential equations
- assumptions
- CEV model
- definition
- jump diffusion model mix-ups
- blended yield (BY)
- bond basis, CDSs
- bond ceilings
- bond floor calculations
- bonds
- see also convertible…; corporate…; government…
- terminology
- bonuses, banks
- borrowing fees
- Bradford & Bingley
- break even calculations, convertible bonds
- Brownian motion
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