Monte Carlo analysis of convertible bonds with reset clauses (Q2569025)
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scientific article; zbMATH DE number 2214892
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Monte Carlo analysis of convertible bonds with reset clauses |
scientific article; zbMATH DE number 2214892 |
Statements
Monte Carlo analysis of convertible bonds with reset clauses (English)
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17 October 2005
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convertible bonds
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reset clauses
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credit risk
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conversion option value
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conversion probability
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Monte Carlo simulations
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0.8075776696205139
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0.7712187170982361
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0.7448506355285645
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0.7443274855613708
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0.7393027544021606
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