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subject:"Option pricing theory"
~isPartOf:"Financial analysts' journal : FAJ"
~subject:"Arbitrage"
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Option pricing theory
Arbitrage
Convertible bond
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Bethke, Nastja
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Financial analysts' journal : FAJ
International journal of theoretical and applied finance
5
The journal of corporate finance : contracting, governance and organization
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Journal of banking & finance
3
Journal of empirical finance
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International journal of financial engineering
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Contingent convertible (CoCo) bonds : a first empirical assessment of selected pricing models
Wilkens, Sascha
;
Bethke, Nastja
- In:
Financial analysts' journal : FAJ
70
(
2014
)
2
,
pp. 59-77
Persistent link: https://www.econbiz.de/10010407416
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2
Convertible arbitrage price pressure and short-sale constraints
Jong, Abe de
;
Dutordoir, Marie
;
Genuchten, Natalie van
; …
- In:
Financial analysts' journal : FAJ
68
(
2012
)
5
,
pp. 70-88
Persistent link: https://www.econbiz.de/10009680572
Saved in:
3
The rise and demise of the convertible arbitrage strategy
Loncarski, Igor
;
Horst, Jenke R. ter
;
Veld, Chris H.
- In:
Financial analysts' journal : FAJ
65
(
2009
)
5
,
pp. 35-50
Persistent link: https://www.econbiz.de/10003891691
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