Pages that link to "Item:Q5256831"
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The following pages link to COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS (Q5256831):
Displaying 15 items.
- Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes (Q1726915) (← links)
- The risk management of contingent convertible (CoCo) bonds (Q1991070) (← links)
- First-passage time model driven by Lévy process for pricing CoCos (Q1992838) (← links)
- Does model complexity improve pricing accuracy? The case of Cocos (Q2059300) (← links)
- Valuation and analysis of zero-coupon contingent capital bonds (Q2342734) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
- A structural framework for modelling contingent capital (Q4555125) (← links)
- NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD (Q4595299) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- ANALYTIC PRICING OF CoCo BONDS (Q5357518) (← links)
- CoCo bonds pricing based on copulas bivariate simulation (Q5371366) (← links)
- ACCOUNTING NOISE AND THE PRICING OF CoCos (Q5878690) (← links)
- Extracting implied volatilities from bank bonds (Q6077441) (← links)
- Pricing CoCos with equity conversion covenant in a distressed market environment (Q6649930) (← links)