Essays On Pricing Of Derivatives With Interest Rate Credit And Equity Risks
Download and Read Essays On Pricing Of Derivatives With Interest Rate Credit And Equity Risks full books in PDF, ePUB, and Kindle. Read online free Essays On Pricing Of Derivatives With Interest Rate Credit And Equity Risks ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Essays on Pricing of Derivatives with Interest Rate, Credit, and Equity Risks
| Author | : Ravi Shanker Mateti |
| Publisher | : |
| Total Pages | : 127 |
| Release | : 2007 |
| Genre | : |
| ISBN | : 9781109909371 |
Download Essays on Pricing of Derivatives with Interest Rate, Credit, and Equity Risks Book in PDF, Epub and Kindle
Then we show how the Das and Sundaram model can be extended to price convertible bonds which have a peculiar conversion feature; these bonds are convertible not into the stock of the bond issuer, but into the stock of a different company. We also test the empirical performance of this extended model.
Essays on Pricing of Derivatives with Interest Rate, Credit, and Equity Risks Related Books
Language: en
Pages: 127
Pages: 127
Type: BOOK - Published: 2007 - Publisher:
Then we show how the Das and Sundaram model can be extended to price convertible bonds which have a peculiar conversion feature; these bonds are convertible not
Language: en
Pages: 403
Pages: 403
Type: BOOK - Published: 2011-07-05 - Publisher: John Wiley & Sons
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but
Language: en
Pages: 134
Pages: 134
Type: BOOK - Published: 2020 - Publisher:
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2011 - Publisher:
Language: en
Pages: 609
Pages: 609
Type: BOOK - Published: 2008 - Publisher: World Scientific
This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I
