Market price analysis and risk management for convertible bonds
Year of publication: |
1999
|
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Authors: | Ohtake, Fuminobu ; Oda, Nobuyuki ; Yoshiba, Toshinao |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 17.1999, 2, p. 47-89
|
Subject: | Marktmechanismus | Market mechanism | Wandelanleihe | Convertible bond | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Arbitrage | Simulation | Japan | 1994-1998 |
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