Could anyone share so light on convertible bonds market here in EU and UK?
How big is the market?
Who are the players, costumers, which software do they use?
Any books, notices, blog posts are welcome.
I know that Ito33 is/was sort of big there, but their site is not very active.
Serving the Quantitative Finance Community
Re: Convertible bonds in EU and UK
There are hardly any good books on convertible bonds in my view, but yes better than nothing. Traditionally a handful of US based hedge funds with specialized convertible bond desks have been important players in these markets ("arbitraging" etc/) with high competence and often proprietary models (most of these funds also have desks in London). And then also many buy and hold investors that then to be less sophisticated....
the good old Goldman paper is a good start if new to the market..
the good old Goldman paper is a good start if new to the market..