Valuation of Convertible Bonds With Credit Risk
Year of publication: |
2003
|
---|---|
Authors: | Ayache, E. ; Forsyth, P.A. ; Vetzal, K.R. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 11.2003, 1, p. 9-29
|
Saved in:
Saved in favorites
Similar items by person
-
Wireless network capacity management: A real options approach
d'Halluin, Y., (2007)
-
Pricing methods and hedging strategies for volatility derivatives
Windcliff, H., (2006)
-
Convergence of Numerical Methods for Valuing Path-Dependent Options Using Interpolation
Forsyth, P.A., (2002)
- More ...