A unifying approach for the pricing of debt securities
Year of publication: |
2024
|
---|---|
Authors: | Vachon, Marie-Claude ; MacKay, Anne |
Subject: | Convertible bonds | CTMC approximations | Debt securities | Fixed income | Stochastic interest rates | Time-inhomogeneous CTMC | Wandelanleihe | Convertible bond | Anleihe | Bond | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Fremdkapital | Debt financing | Stochastischer Prozess | Stochastic process | Finanzanalyse | Financial analysis |
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