Valuation and analysis of contingent convertible securities with jump risk
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 | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
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