Pages that link to "Item:Q1726915"
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The following pages link to Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes (Q1726915):
Displaying 12 items.
- Conic coconuts: the pricing of contingent capital notes using conic finance (Q1932541) (← links)
- First-passage time model driven by Lévy process for pricing CoCos (Q1992838) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Does model complexity improve pricing accuracy? The case of Cocos (Q2059300) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Valuation and analysis of zero-coupon contingent capital bonds (Q2342734) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)
- Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (Q5139479) (← links)
- CoCo bonds pricing based on copulas bivariate simulation (Q5371366) (← links)
- ACCOUNTING NOISE AND THE PRICING OF CoCos (Q5878690) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
- Extracting implied volatilities from bank bonds (Q6077441) (← links)