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Convertible Bond Pricing - SolvencyAnalytics

Convertible Bond Pricing - SolvencyAnalytics

solvencyanalytics.com

bond from an equity and a bond investor’s point of view. However, in real life most convert-ible bonds are American-style that can be exercised at any time during the life of the product and they often exhibit additional features such as contingent conversion, putability and calla-bility, which need to be included in the pricing model.

  Feature, Bond, Convertible, Bile, Convert, Convertible bonds, Convert ible

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