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The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management · Study

WorkThe Handbook of Convertible Bonds: Pricing, Strategies and Risk Management

Jan De Spiegeleer2011

Work2011

The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management

Jan De Spiegeleer · Wim Schoutens

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

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References

1980The Extreme Value Method for Estimating the Variance of the Rate of Return 1991Estimating Variance From High, Low and Closing Prices 2000Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices 2009Too Big to Fail 1996Dynamic Hedging : Managing Vanilla and Exotic Options 1998Valuing Convertible Bonds with Credit Risk 2006Efficient Pricing of Derivatives on Assets with Discrete Dividends 2003Liquidity Black Holes: Understanding, Quantifying and Managing Financial Liquidity Risk

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2011Efficient Pricing of Contingent Convertibles Under Smile Conform Models

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Year2011

Typeother

Published2011-03-14

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

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openalex_workW634528795

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