SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk · Study

PreprintShelves

PreprintPricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk

Ali Bora Yigitbasioglu2001

OA

Preprintgreen2001

Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk

Ali Bora Yigitbasioglu

20 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Credit Risk and Financial Regulations

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 20 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 1990Pricing Interest-Rate-Derivative Securities 1994Implied Binomial Trees 1997Martingale Methods in Financial Modelling 1995Changes of numéraire, changes of probability measure and option pricing 1994Option pricing: Mathematical models and computation 1977CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION 2004Volatility and Correlation

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013CONVERTIBLE BOND PRICING MODELSarticle · 7 shared references 2006A Two‐Person Game for Pricing Convertible Bondsarticle · 6 shared references 2003Two-factor convertible bonds valuation using the method of characteristics/finite elementsarticle · 6 shared references 2018Pricing convertible bondsarticle · 6 shared references 2011A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLSarticle · 6 shared references 1999Predictability and unpredictability in financial marketsarticle · 5 shared references

Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.294464

openalex_workW2131577589

Links

Imported from OpenAlex (CC0) — nothing here is generated.