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Reverse Convertible Autocallable Swap or Bond Valuation
Author(s):
Tim Xiao (see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
reverse convertible swap, reverse convertible bond
Search term matches:
Tag
... reverse convertible bond ...
Full Text
... observation dates. A reverse convertible bond is a bond with an embedded put option that allows the ...
Convertible Bond Pricing
Author(s):
Tim Xiao (see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
convertible bond, convertible bond pricing
Search term matches:
Title
... Convertible Bond Pricing ...
Tag
... convertible bond ...
Full Text
... Convertible Bond Difinition and Pricing Guide FinPricing Equity Convertible A convertible ...
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
Author(s):
Tim Xiao (see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Sociology of finance
Item Type:
Article
Tag(s):
jump diffusion, convertible bond, convertible underpricing, convertible arbitrage, default time approach, default probability approach
Search term matches:
Title
... Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds ...
Tag
... convertible bond ...
Full Text
... risk modeling. To correctly value hybrid defaultable financial instruments, e.g., convertible bonds, we ...
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
Author(s):
Tim Xiao (see profile)
Date:
2014
Group(s):
Business Management, Scholarly Communication
Subject(s):
Value theory, Sociology of finance, Economics
Item Type:
Article
Tag(s):
hybrid financial instrument, convertible bond, convertible underpricing, convertible arbitrage, default time approach
Search term matches:
Title
... A Simple and Precise Method for Pricing Convertible Bond with Credit Risk ...
Tag
... convertible bond ...
Full Text
... A Simple and Precise Method for Pricing Convertible Bond with Credit Risk Tim Xiao1 ...

Viewing item 1 to 4 (of 4 items)

Reverse Convertible Autocallable Swap or Bond Valuation

Convertible Bond Pricing

Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds

A Simple and Precise Method for Pricing Convertible Bond with Credit Risk

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