The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos

DOI10.1007/978-3-319-33446-2_19zbMath1398.91580OpenAlexW309516299MaRDI QIDQ4689920

Wim Schoutens, Jan De Spiegeleer, Stephan Höcht, Ine Marquet

Publication date: 22 October 2018

Published in: Innovations in Derivatives Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-33446-2_19

zbMATH Keywords

contingent convertiblesCoCo bondsnew issuance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD

Cites Work

• Conic coconuts: the pricing of contingent capital notes using conic finance

This page was built for publication: The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos