The following pages link to ANALYTIC PRICING OF CoCo BONDS (Q5357518):
Displaying 4 items.
- Does model complexity improve pricing accuracy? The case of Cocos (Q2059300) (← links)
- The impact of CoCo bonds on systemic risk considering liquidity risk (Q5068097) (← links)
- COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS (Q5256831) (← links)
- MULTI-CURRENCY CREDIT DEFAULT SWAPS (Q5384682) (← links)
