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subject:"Wandelanleihe"
~person:"De Spiegeleer, Jan"
~subject:"Mezzanine financing"
~type_genre:"Article in journal"
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Wandelanleihe
Mezzanine financing
Convertible bond
7
Option pricing theory
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De Spiegeleer, Jan
Verwijmeren, Patrick
14
Dutordoir, Marie
13
Lewis, Craig M.
11
Veld, Chris H.
11
Ammann, Manuel
7
Grundy, Bruce D.
6
Schoutens, Wim
6
Koziol, Christian
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Kwok, Yue-Kuen
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Seward, James K.
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André-Le Pogamp, Florence
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Kang, Jun-koo
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Kind, Axel
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Moore, William Theodore
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Rogalski, Richard J.
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Seiz, Ralf
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Vermaelen, Theo
4
Yang, Zhaojun
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Young, Martin R.
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Batten, Jonathan A.
3
Carayannopoulos, Peter
3
Chen, Nan
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Cowan, Arnold Richard
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Dai, Tian-Shyr
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El Badraoui, Khalid
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Fabozzi, Frank J.
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Gallagher, Liam
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Isagawa, Nobuyuki
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Jong, Abe de
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Korkeamaki, Timo P.
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Lee, Cheng F.
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Li, Ping
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International journal of financial engineering
2
Financial markets, institutions & instruments
1
Journal of banking & finance
1
Journal of financial management, markets and institutions
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Data mining of contingent convertible bonds
De Spiegeleer, Jan
;
Marquet, Ine
;
Schoutens, Wim
- In:
Journal of financial management, markets and institutions
5
(
2017
)
2
,
pp. 147-168
Persistent link: https://www.econbiz.de/10011960193
Saved in:
2
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:
3
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
Saved in:
4
Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel
;
De Spiegeleer, Jan
;
Barbachan, …
- In:
Journal of banking & finance
42
(
2014
),
pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
Saved in:
5
Multiple trigger CoCos : contingent debt without death spiral risk
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
Financial markets, institutions & instruments
22
(
2013
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10009759180
Saved in:
6
Pricing of contingent convertibles under smile conform models
Corcuera, José Manuel
;
De Spiegeleer, Jan
; …
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 121-140
Persistent link: https://www.econbiz.de/10010239242
Saved in:
7
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
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