Pricing convertible bonds subject to default risk
Year of publication: |
2002
|
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Authors: | Hung, Mao-Wei ; Wang, Jr-Yan |
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. 10.2002, 2, p. 75-87
|
Subject: | Wandelanleihe | Convertible bond | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | CAPM | Theorie | Theory |
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