Conic coconuts: the pricing of contingent capital notes using conic finance
type: Item
instance of: scholarly article
title: Conic coconuts: the pricing of contingent capital notes using conic finance
zbMATH Open document ID: 1255.91450
author: Dilip B. Madan
author: Wim Schoutens
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
full work available at URL: conic-coconuts--the-pricing-of-contingent-capital-notes-using-conic-finance(e11d744c-570c-4c79-b210-b28985bb4c29).html
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6127186
zbMATH Keywords: contingent capital
zbMATH Keywords: bid and ask pricing
zbMATH Keywords: conic finance
MaRDI profile type: Publication
OpenAlex ID: W3123993356
cites work: MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
cites work: The risk management of contingent convertible (CoCo) bonds
cites work: Unbounded liabilities, capital reserve requirements and the taxpayer put option
cites work: Capital requirements, acceptable risks and profits
cites work: Pricing and hedging basket options to prespecified levels of acceptability
cites work: SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
DOI: 10.1007/S11579-011-0038-1
description: scientific article; zbMATH DE number 6127186