CoCos with extension risk. A structural approach (Q2956065)
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scientific article; zbMATH DE number 6675059
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CoCos with extension risk. A structural approach |
scientific article; zbMATH DE number 6675059 |
Statements
CoCos with Extension Risk. A Structural Approach (English)
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16 January 2017
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contingent capital
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CoCo bond
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extension risk
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callable bond
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0.8686612844467163
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0.8406970500946045
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0.8254737257957458
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0.816523551940918
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0.7836398482322693
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