Simulating convertible bond arbitrage portfolios
Year of publication: |
2008
|
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Authors: | Hutchinson, Mark C. ; Gallagher, Liam |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 13/15, p. 1247-1262
|
Subject: | Index-Futures | Index futures | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Taiwan | Wandelanleihe | Convertible bond | Arbitrage | Finanzprodukt | Financial product | Portfolio-Management | Portfolio selection | Simulation |
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