An Intuitive Procedure to Approximate Convertible Bond Hedge Ratios and Durations
9 Pages Posted: 14 Nov 2013
Date Written: September 1, 1995
A simple and intuitive model to approximate convertible bond hedge ratios and durations can help investors understand how these securities can be hedged and how more complex models work.
Keywords: convertible bond hedge ratios, convertible bond durations
JEL Classification: G10,G13
Suggested Citation: Suggested Citation