VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS (Q4653568)
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scientific article; zbMATH DE number 2141394
Language | Label | Description | Also known as |
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English | VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS |
scientific article; zbMATH DE number 2141394 |
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VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS (English)
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7 March 2005
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Bond valuation
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structural model
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default risk
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exchangeable convertible
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Hopscotch finite difference method
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