Monte Carlo analysis of convertible bonds with reset clauses (Q2569025)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Monte Carlo analysis of convertible bonds with reset clauses
scientific article

    Statements

    Monte Carlo analysis of convertible bonds with reset clauses (English)
    0 references
    0 references
    0 references
    17 October 2005
    0 references
    0 references
    convertible bonds
    0 references
    reset clauses
    0 references
    credit risk
    0 references
    conversion option value
    0 references
    conversion probability
    0 references
    Monte Carlo simulations
    0 references
    0 references