A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
Year of publication: |
2013
|
---|---|
Authors: | Xiao, Tim |
Published in: |
Journal of Derivatives & Hedge Funds. - London : Palgrave Macmillan, ISSN 1753-965X. - Vol. 19.2013, 4, p. 259-277
|
Publisher: |
London : Palgrave Macmillan |
Subject: | hybrid financial instrument | convertible bond | convertible underpricing | convertible arbitrage | default time approach | default probability approach | jump diffusion |
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