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• 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 ...

  
  

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