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Analytics of duration and Greeks of convertible bonds /Choi, Chi Hung. January 2004 (has links)
Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 51). Also available in electronic version. Access restricted to campus users.
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The valuation and calibration of convertible bondsHariparsad, Sanveer. January 2009 (has links)
Thesis ( (M.Sc.)(Mathematics and Applied Mathematics)--University of Pretoria, 2009. / Summary in English. Includes bibliographical references.
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