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subject:"Theorie"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Theorie
Convertible bond
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Discussion papers / CEPR
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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1
The price of money : the reserves convertibility premium over the term structure
Nyborg, Kjell
;
Woschitz, Jiri
-
2023
Persistent link: https://www.econbiz.de/10014329295
Saved in:
2
Risk-taking, competition and uncertainty : do CoCo bonds increase the risk appetite of banks?
Wijnbergen, Sweder van
;
Fatouh, Mahmoud
;
Neamtu, Ioana
-
2020
Persistent link: https://www.econbiz.de/10012217408
Saved in:
3
Security design with status concerns
Başak, Suleyman
;
Subrahmanyam, Marti G.
;
Makarov, Dmitry
; …
-
2020
-
This version: August 2020
Persistent link: https://www.econbiz.de/10012298007
Saved in:
4
The determinants of CoCo bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012306156
Saved in:
5
Sharp analytical lower bounds for the price of a convertible bond
Hüttner, Amelie
;
Mai, Jan-Frederik
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10011968683
Saved in:
6
The fallacy of fully dividend-protected stock options and convertible bonds
Zimmermann, Paul
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 61-72
Persistent link: https://www.econbiz.de/10011687226
Saved in:
7
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
Saved in:
8
A tree model for pricing convertible bonds with equity, interest rate, and default risk
Chambers, Donald Robert
;
Lu, Qin
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 25-46
Persistent link: https://www.econbiz.de/10003498956
Saved in:
9
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
10
Pricing convertible bonds subject to default risk
Hung, Mao-Wei
;
Wang, Jr-Yan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001745235
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