On pricing contingent capital notes
Year of publication: |
2012
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Authors: | Madan, Dilip B. |
Published in: |
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011. - Singapore : World Scientific, ISBN 981-4407-32-1. - 2012, p. 21-42
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Subject: | Derivat | Derivative | Verbriefung | Securitization | Optionsanleihe | Warrant bond | Währungsrisiko | Exchange rate risk | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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