A tree model for pricing convertible bonds with equity, interest rate, and default risk
Year of publication: |
2007
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Authors: | Chambers, Donald Robert ; Lu, Qin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2007, 4, p. 25-46
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Subject: | Wandelanleihe | Convertible bond | Risiko | Risk | CAPM | Theorie | Theory |
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