A robust pricing of specific structured bonds with coupons
Anastasios Evgenidis and Costas Siriopoulos
| 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 | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Optionspreistheorie | Option pricing theory | Unternehmensanleihe | Corporate bond | Börsenkurs | Share price |
| 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/10010391448