Pages that link to "Item:Q2342734"
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The following pages link to Valuation and analysis of zero-coupon contingent capital bonds (Q2342734):
Displaying 6 items.
- Dynamic capital structure and the contingent capital option (Q470666) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- First-passage time model driven by Lévy process for pricing CoCos (Q1992838) (← links)
- (Q3461425) (← links)
- A structural framework for modelling contingent capital (Q4555125) (← links)
- Pricing of zero-coupon and coupon cat bonds (Q4829386) (← links)