--- product_id: 6968264 title: "Pricing Convertible Bonds" brand: "connolly" price: "60.74 OMR" currency: OMR in_stock: true reviews_count: 8 url: https://www.desertcart.com.om/products/6968264-pricing-convertible-bonds store_origin: OM region: Oman --- # Pricing Convertible Bonds **Brand:** connolly **Price:** 60.74 OMR **Availability:** ✅ In Stock ## Quick Answers - **What is this?** Pricing Convertible Bonds by connolly - **How much does it cost?** 60.74 OMR with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.com.om](https://www.desertcart.com.om/products/6968264-pricing-convertible-bonds) ## Best For - connolly enthusiasts ## Why This Product - Trusted connolly brand quality - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Description Pricing Convertible Bonds ## Images ![Pricing Convertible Bonds - Image 1](https://m.media-amazon.com/images/I/61fDJu+OEfL.jpg) ## Customer Reviews ### ⭐⭐⭐⭐ Useful, practical, essential, but MORE Please! *by B***R on Reviewed in the United States 🇺🇸 on August 15, 2001* Connolly has written a useful, practical book for those who are attempting to price these (increasingly) complex instruments. For more abstract or academic treatments of the topic, seek other sources and the innumerable academic journals of quant finance. But for a nut-work �gotta-price-this-bugger-�cause-my-boss-asked-me-to-and-I�m-the-quant-guy-in-the-shop� this guide, while not strictly a �cookbook,� is indispensable. Although it begins at a relatively basic level, it clearly and concisely explains every technique from the simple (y = mx + b) and then step-by-step ratchets up to the Excel-samuri level (MIN and MAX tests after multiple operations of option pricing trees (bi-nomial and tri-nomial)).I limited my rating to four stars, however, because Connolly only mentions in passing the available (expensive) software-house products that do many of the same things his example spreadsheets do. Fin software needs critics, and I can think of no one better placed than the author to examine them and give front-line quant analysts his views.In addition, like most worker bees, I try never to reinvent the wheel (programming in C++ and VB or anything else for this kinda thing is undiluted soul-destroying tedium), but at the same time want to thoroughly check out the foundational theory and techniques someone applied before I risk my career on someone else�s work. In this case, a good list of the academic sources and current financial literature on the topic would have been a useful and welcome addition to this slender volume.I suppose a final criticism is that we have all seen the exponential growth of credit derivatives in the past few years. Connolly�s next edition will need to address the topic of credit derivatives in relation to convertible bonds, as their use in combination with CBs provides alternate hedging, investment, and speculative strategies not explicitly considered in this book. ### ⭐⭐ The best of a very bad bunch *by L***F on Reviewed in the United States 🇺🇸 on November 10, 2003* It's amazing that nobody has written a decent book on convertible bonds. This is the best in a very weak selection.The book essentially starts at Chapter 6. If he wanted to write a book on modelling in excel he should have thougt about doing it before Jackson and Staunton (Modelling in Excel and vba). However, there isn't any vba here. How another reviewer can say that the pace accelerates enough to keep the attention of the expert is crazy, Chapters 1-5 are very irritating; as I say, they might be fine in another book.The author's avoidance of vba is a drawback. Why not? It is a logical thing to do.In the last couple of chapters, the author stops doing excel and just shows the graphs. He even freely refers to a embeded tree spreadsheet and then nonchalently points out that it isn't on the disk provided. Why not?The real reason is that the binomial method becomes completely unworkable as soon as one introduces complications. One needs to use finite difference methods. FDMs are not even mentioned in this book. The author places his presentation as the state of the art, it isn't. I learned more in 4 pages of one of Wilmott's books (Mr. Numerical DE Solver) [Paul WIlmott on Quantitative Finance, section on convertible bonds] than I did from this book.If you are interested in building models of convertibles, that can take into account any but the most vanilla features, this is not the place. For a conceptual non-quantitative overview, fine. ### ⭐⭐ Close to useless *by J***T on Reviewed in the United States 🇺🇸 on February 11, 2006* Sometimes reads like a smorgasbord of topics and facts. Don't see the key topics and themese show through in a consistent manner. Never even talks about other models and risk management/hedging challenges in these respects... --- ## Why Shop on Desertcart? - 🛒 **Trusted by 1.3+ Million Shoppers** — Serving international shoppers since 2016 - 🌍 **Shop Globally** — Access 737+ million products across 21 categories - 💰 **No Hidden Fees** — All customs, duties, and taxes included in the price - 🔄 **15-Day Free Returns** — Hassle-free returns (30 days for PRO members) - 🔒 **Secure Payments** — Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** — Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.com.om/products/6968264-pricing-convertible-bonds](https://www.desertcart.com.om/products/6968264-pricing-convertible-bonds) --- *Product available on Desertcart Oman* *Store origin: OM* *Last updated: 2026-04-22*