Contingent conversion convertible bond : new avenue to raise bank capital
Francesca Erica Di Girolamo, Francesca Campolongo, Jan De Spiegeleer and Wim Schoutens
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Di Girolamo, Francesca Erica ; Campolongo, Francesca ; De Spiegeleer, Jan ; Schoutens, Wim |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 1, p. 1-31
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| Subject: | Convertible bonds | convertible convertible bonds | Monte carlo simulations | sensitivity analysis | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786317500013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673102