A Starting Reference for Convertible Bond Pricing

Summary

The document is a brief request for recommendations on how to begin building a convertible bond pricer. Its only substantive guidance is one respondent’s recommendation to start with a technical introduction to convertible securities published by Barclays. No further books, research papers, pricing techniques, model assumptions, or implementation details are discussed.

This makes the item useful mainly as a pointer to introductory reading, rather than as an explanation of how to value a convertible bond. It provides no evidence comparing the suggested reference with alternatives and does not summarize the reference’s contents. Readers seeking a pricing framework or guidance on features such as conversion rights, credit risk, or embedded options will need more detailed sources; those topics are not addressed here.

Key ideas

• The document concerns finding introductory resources for building a convertible bond pricer.
• A respondent recommends a Barclays technical introduction to convertible securities as a starting point.
• No pricing model, valuation method, or implementation guidance is included.
• The recommendation is not compared with other books or papers.

Tags

# Convertible Bond Pricer papers


# Convertible Bond Pricer papers












I'm looking to build a convertible bond pricer. Where should I get started? Which papers/books should I look at?

## Answer by Ouadia (score 1)

https://quant.stackexchange.com/a/39521

Barclays technical introduction to Convertibles is a very good start.

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