Review, theory and implementation of convertible bonds for commercial investment

Raj Kunwar, Zhihui Yang and Jonathan Lai and Jerrold Cline

Journal of Risk Model Validation

Abstract: ABSTRACT This technical paper provides a comprehensive literature review of the convertible bond model, as well as discussing the theory behind it and its validation. The authors analyze several different deal terms of a chosen convertible bond in order to value the embedded optionality of the convertible bond and systematically carry out the model validation of a convertible bond model for commercial investment purposes.

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Persistent link: https://EconPapers.repec.org/RePEc:rsk:journ5:2350365

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