Pricing and hedging convertible bonds under non-probabilitic interest rates
David Epstein, Richard Haber, and Paul Wilmott
| Year of publication: |
2000
|
|---|---|
| Authors: | Ėpštejn, David B. ; Haber, Richard ; Wilmott, Paul |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.2000, 4, p. 31-40
|
| Subject: | Wandelanleihe | Convertible bond | Finanzanalyse | Financial analysis | Hedging | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001500035