PFE CA convertibles: Pricing d’obligations convertibles 2011

Convertible bonds are innovative assets since they allow the issuers to control their capital more safely than a simple bond and have a safe yield for the investor. Like they are hybrid, these assets are very complex and that is why we have decided to choose it.

Moreover, this project allowed us to improve our knowledge in capital markets ans especially in bond market. Like these assets are very complex, we had to develop strong skills in exotic options, Mathematics and Computer science.
Besides, this project is not cut from the reality since these assets are very used nowdays and investors are eager to buy them.

That motivated us, to make something which could bring us very useful knowledge. Theory is very important and we have studied it thanks to our course, but practice is very important too in order to check our capacity to implement our knowledge.

Moreover, every student in this group was eager to work in capital markets and that was an other reason of this choise. And we hoped that we could find a job thanks to it.

Membres de l’équipe :

Jérémie Levy : Chef de Projet
Adrien Niau
Benjamin Bezias
Yu cui

Etudiants Ingénieurs de l'ECE Paris, école d'ingénieurs