Pricing contingent convertibles with idiosyncratic risk (Q6053640)
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scientific article; zbMATH DE number 7753501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing contingent convertibles with idiosyncratic risk |
scientific article; zbMATH DE number 7753501 |
Statements
Pricing contingent convertibles with idiosyncratic risk (English)
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23 October 2023
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capital structure
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CoCos
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conversion ratio
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risk-shifting
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utility-based pricing
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