O'Reilly logo

The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds and Bail-In by Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

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

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required