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

  • $\begingroup$ Is this a thesis project, academic project, or professional project? $\endgroup$ – Brian B Apr 30 '18 at 20:00
  • $\begingroup$ @BrianB Academic $\endgroup$ – John Doe Apr 30 '18 at 20:22

Barclays technical introduction to Convertibles is a very good start.

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