The risk management of contingent convertible (CoCo) bonds
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Publication:1991070
DOI10.1007/978-3-030-01824-5zbMath1403.91006OpenAlexW2899247797MaRDI QIDQ1991070
Jan De Spiegeleer, Ine Marquet, Wim Schoutens
Publication date: 29 October 2018
Published in: SpringerBriefs in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-01824-5
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)
Related Items (3)
Contingent Convertible Obligations and Financial Stability ⋮ Conic coconuts: the pricing of contingent capital notes using conic finance ⋮ Extracting implied volatilities from bank bonds
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