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credit spread
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cross-currency convertibles
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Interest-rate
risk
in the Indian banking system
Patnaik, Ila
;
Shah, Ajay
-
EconWPA
-
2005
, we measure the
interest
rate
risk
of a sample of major banks in India, using two methodologies. The first consists of …
Persistent link: https://www.econbiz.de/10005076665
Saved in:
2
Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk
Yigitbasioglu, Ali Bora
-
EconWPA
-
2002
sensitivity to
interest
rate
risk
, underlying (equity) risk, FX risk, and credit risk, and due to the convertible bond’s early …
Persistent link: https://www.econbiz.de/10005134807
Saved in:
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