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

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  • $\begingroup$ Is this a thesis project, academic project, or professional project? $\endgroup$
    – Brian B
    Commented Apr 30, 2018 at 20:00
  • $\begingroup$ @BrianB Academic $\endgroup$
    – John Doe
    Commented Apr 30, 2018 at 20:22

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Barclays technical introduction to Convertibles is a very good start.

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