Published March 28, 2022 | Version v2
Presentation Open

Reverse Convertible Bond Analytics

Authors/Creators

Description

A reverse convertible bond is a structure note with an embedded put option that allows the issuer to purchase the note back for a predetermined quantity of cash, debt, or stock. The decision to exercise the option is made based on the performance of an underlying asset, index, or basket of assets. 

Notes

https://ia803407.us.archive.org/2/items/eq-reverse-18/EqReverse-archive.pdf

Files

Zenodo-EqReverse.pdf

Files (82.3 kB)

Name Size Download all
md5:4dbbf6715e051fb8f66a158fc52523ec
82.3 kB Preview Download