A robust pricing of specific structured bonds with coupons
Year of publication: |
2014
|
---|---|
Authors: | Evgenidis, Anastasios ; Siriopoulos, Costas |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 15.2014, 3, p. 234-247
|
Subject: | Bond pricing | CIR model | Euler-Maruyama Monte Carlo | Structured bonds | Anleihe | Bond | Monte-Carlo-Simulation | Monte Carlo simulation | Öffentliche Anleihe | Public bond | CAPM | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Unternehmensanleihe | Corporate bond |
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