De Spiegeleer, Jan; Schoutens, Wim; Hulle, Cynthia van - 2014 - 1. publ.
"Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk managementTo an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither equity...