Pricing Contingent Convertibles: A Derivatives Approach

SSRN Electronic Journal
doi 10.2139/ssrn.1795092
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Price Risks, Bargaining, and Contingent Pricing

Marketing, Zeitschrift fur Forschung und Praxis
MarketingSocial Psychology
2008English

Pricing and Hedging Contingent Claims With Regime Switching Risk

Communications in Mathematical Sciences
MathematicsApplied Mathematics
2011English

Retailer Pricing Strategy: Diffuse Coupons Effects Contingent on Store Format

2017English

Can Contingent Convertibles Help Private Asset Managers Fund Their Acquisition of Non-Performing Loans From Portuguese Banks?

IMF Working Papers
2019English

Model-Based Pricing for Financial Derivatives

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

A Note on the Pricing of Multivariate Contingent Claims Under a Transformed-Gamma Distribution

SSRN Electronic Journal
2014English

The Mathematics of Finance: Pricing Derivatives

Quarterly of Applied Mathematics
Applied Mathematics
1998English

Pricing of Financial Derivatives via Simulation

English

Discriminatory Pricing of Over-The-Counter Derivatives

IMF Working Papers
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy