A simple and precise method for pricing convertible bond with credit risk
Tim Xiao
| Year of publication: |
2013
|
|---|---|
| Authors: | Xiao, Tim |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 4, p. 259-277
|
| Subject: | hybrid financial instrument | convertible bond | convertible underpricing | convertible arbitrage | default time approach (DTA) | default probability approach (DPA) | jump diffusion | Wandelanleihe | Convertible bond | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Arbitrage | Konvertibilität | Convertibility | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259401