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subject:"Option pricing theory"
~isPartOf:"International journal of financial engineering"
~subject:"Basler Akkord"
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Option pricing theory
Basler Akkord
Convertible bond
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Wandelanleihe
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Optionspreistheorie
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Börsenkurs
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CAPM
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CoCos
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Volatility
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asset pricing
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capital
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contingent
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convertible convertible bonds
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defaultable bonds
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reverse convertibles
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De Spiegeleer, Jan
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International journal of financial engineering
International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economic modelling
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Journal of banking & finance
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Journal of financial intermediation
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Quantitative finance
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The journal of futures markets
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31st Australasian Finance and Banking Conference 2018
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Annual review of financial economics
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Applied mathematical finance
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Asia-Pacific journal of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Contingent conversion convertible bond : new avenue to raise bank capital
Di Girolamo, Francesca Erica
;
Campolongo, Francesca
;
De …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673102
Saved in:
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The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
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