VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS

DOI10.1142/S0219024904002657zbMath1101.91045MaRDI QIDQ4653568

Marco Realdon

Publication date: 7 March 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

default riskstructural modelBond valuationexchangeable convertibleHopscotch finite difference method

Mathematics Subject Classification ID

Related Items (1)

Inference for Mixtures

Cites Work

• The construction of hopscotch methods for parabolic and elliptic equations in two space dimensions with a mixed derivative
• The use and pricing of convertible bonds

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