Bond flotation with exotic commodity collateral

DOI10.1080/14697688.2020.1814002MaRDI QIDQ4957249zbMATH OpenOpenAlexFDO

Authors M. A. H. Dempster

Publication date 3 September 2021

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2020.1814002

zbMATH Keywords

bond collateralexotic commodity tradingexotic high tech metalsimperfect commodity marketsnickel wireperfect investor-issuer derivative bond hedgesrare earth oxidestitanium

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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• scientific article; zbMATH DE number 1971720

Cites work

• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• The affine arbitrage-free class of Nelson-Siegel term structure models
• The pricing of options and corporate liabilities

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