//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Credit risk"
~subject:"Estimation"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wandelobligation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Estimation
Option pricing theory
Convertible bond
14
Wandelanleihe
14
Theorie
11
Theory
11
Optionspreistheorie
5
CAPM
3
Hedging
3
Kreditrisiko
3
Financial analysis
2
Finanzanalyse
2
Schätzung
2
Yield curve
2
Zinsstruktur
2
1999-2000
1
Aktie
1
Aktienoption
1
Anleihe
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Capital structure
1
Corporate bond
1
Derivat
1
Derivative
1
France
1
Frankreich
1
Kapitalstruktur
1
Public bond
1
Risiko
1
Risk
1
Share
1
Stock option
1
USA
1
United States
1
Unternehmensanleihe
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Ammann, Manuel
2
Wang, Jr-Yan
2
Ayache, E.
1
Dai, Tian-Shyr
1
De Spiegeleer, Jan
1
Forsyth, Peter A.
1
Garbade, Kenneth D.
1
Hung, Mao-Wei
1
Kind, Axel H.
1
Lu, Ling
1
Schoutens, Wim
1
Seiz, Ralf
1
Vetzal, Kenneth R.
1
Wilde, Christian
1
Xu, Wei
1
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
5
Journal of banking & finance
4
The journal of futures markets
4
Gabler Edition Wissenschaft
3
International journal of financial engineering
3
International review of financial analysis
3
Quantitative finance
3
The European journal of finance
3
The journal of corporate finance : contracting, governance and organization
3
The journal of fixed income
3
Working papers on finance
3
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Finance research letters
2
Financial markets, institutions & instruments
2
International review of economics & finance : IREF
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial engineering
2
Journal of risk
2
Pacific-Basin finance journal
2
Schmalenbach business review : sbr
2
SpringerLink / Bücher
2
Working paper / Centre for Financial Research
2
Annals of finance
1
Applied financial economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
BIS Working Paper
1
BNP Paribas Hedge Fund Centre working paper series / BNP Paribas Hedge Fund Centre
1
Banking review
1
Beiträge zur betriebswirtschaftlichen Forschung
1
Bonn Econ Discussion Papers / BGSE
1
Brussels economic review
1
CBN journal of applied statistics
1
CESifo working papers
1
CFS working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
Saved in:
2
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
Saved in:
3
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
4
The pricing of convertible bonds : an analysis of the French market
Ammann, Manuel
;
Kind, Axel H.
;
Wilde, Christian
-
2001
Persistent link: https://www.econbiz.de/10001574812
Saved in:
5
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
6
Valuation of convertible bonds with credit risk
Ayache, E.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Saved in:
7
Pricing convertible bonds subject to default risk
Hung, Mao-Wei
;
Wang, Jr-Yan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001745235
Saved in:
8
Managerial discretion and contingent valuation of corporate securities
Garbade, Kenneth D.
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10001432453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->