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Publications by Vittorio Moriggia

The Pricing of Convertible Bonds in the Presence of Structured Conversion Clauses: The Case of Cashes

International Journal of Financial Engineering and Risk Management
2015English

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The Valuation of Inflation-Indexed and FX Convertible Bonds

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Pricing Convertible Bonds Based on a Multi-Stage Compound-Option Model

Physica A: Statistical Mechanics and its Applications
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2006English

Why Do Firms Issue Convertible Bonds With a High Initial Conversion Premium?

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New Evidence on the Announcement Effect of Convertible and Exchangeable Bonds

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Asset Pricing in the Presence of Social Interaction

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On the Pricing of Step-Up Bonds in the European Telecom Sector

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Dynamic Pricing Strategies in the Presence of Demand Shifts

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