A binomial-tree model for convertible bond pricing
Krasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim, and Svetlozar T. Rachev
| Year of publication: |
2013
|
|---|---|
| Authors: | Milanov, Krasimir ; Kunčev, Ognjan I. ; Fabozzi, Frank J. ; Kim, Young Shin ; Račev, Svetlozar T. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2013, 3, p. 79-94
|
| Subject: | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Finanzanalyse | Financial analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711223