The pricing of convertible bonds in the presence of structured conversion clauses : the case of Cashes
Marida Bertocchi and Vittorio Moriggia; Costanza Torricelli; Sebastiano Vitali
| Year of publication: |
2015
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|---|---|
| Authors: | Bertocchi, Marida ; Moriggia, Vittorio ; Torricelli, Costanza ; Vitali, Sebastiano |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 2.2015, 2, p. 73-86
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| Subject: | convertible bonds | structured clauses | uncertainty modelling | Wandelanleihe | Convertible bond | Theorie | Theory | Risiko | Risk |
| 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/10011527488