Contingent convertible lease modeling and credit risk management
Year of publication: |
2022
|
---|---|
Authors: | Triki, Ons ; Abid, Fathi |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 8.2022, Art.-No. 89, p. 1-29
|
Subject: | Asset pricing | Contingent convertible lease | Growth option | Risk of default | Stochastic process | Stochastischer Prozess | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | Leasing | Derivat | Derivative |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-022-00393-y [DOI] |
Classification: | G12 - Asset Pricing ; G31 - Capital Budgeting; Investment Policy ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Assessing contingent convertible bonds for bank recapitalization in Nigeria
Katata, Kabir, (2019)
-
Modeling Credit Spreads Under Multifactor Stochastic Volatility
Marabel Romo, Jacinto, (2014)
-
Kutzker, Tim, (2020)
- More ...
-
Contingent Capital Pricing Model and Default Probability in the Banking Industry
Abid, Fathi, (2018)
-
Firms' financial structure with contingent convertible debt, risky debt and multiple growth options
Triki, Ons, (2023)
-
Regime switching, asymmetric correlation and international portfolio choices
Abid, Fathi, (2011)
- More ...