Coco Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models
Year of publication: |
2017
|
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Authors: | Brigo, Damiano |
Other Persons: | Garcia, Joao (contributor) ; Pede, Nicola (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Anleihe | Bond | Finanzanalyse | Financial analysis |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 27, 2013 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2225545 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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