Pricing CoCos with a market trigger (Q2801794)
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scientific article; zbMATH DE number 6572194
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing CoCos with a market trigger |
scientific article; zbMATH DE number 6572194 |
Statements
Pricing CoCos with a Market Trigger (English)
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22 April 2016
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contingent convertible
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CoCo bond
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callable bond
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extension risk
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0.8686612844467163
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0.8611488938331604
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0.8507083654403687
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0.8433224558830261
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0.8334285020828247
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