The following pages link to ANALYTIC PRICING OF CoCo BONDS (Q5357518):
Displaying 15 items.
- Real options and contingent convertibles with regime switching (Q1655555) (← links)
- Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes (Q1726915) (← 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)
- Fixed Income Analytics (Q4608844) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)
- The impact of CoCo bonds on systemic risk considering liquidity risk (Q5068097) (← links)
- COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS (Q5256831) (← links)
- CoCo bonds pricing based on copulas bivariate simulation (Q5371366) (← links)
- MULTI-CURRENCY CREDIT DEFAULT SWAPS (Q5384682) (← links)
- ACCOUNTING NOISE AND THE PRICING OF CoCos (Q5878690) (← links)
- Contingent Convertible Obligations and Financial Stability (Q5886362) (← links)
