Valuation and analysis of contingent convertible securities with jump risk
Zhaojun Yang, Zhiming Zhao (School of Finance and Statistics, Hunan University, Changsha, China)
| Year of publication: |
October 2015
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|---|---|
| Authors: | Yang, Zhaojun ; Zhao, Zhiming |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 41.2015, p. 124-135
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| Subject: | Contingent capital | Debt overhang | Risk-taking incentive | Jump risk | Wandelanleihe | Convertible bond | Risiko | Risk | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.05.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011508616