×

Found 288 Documents (Results 1–100)

100
MathJax

The impact of a new CoCo issuance on the price performance of outstanding CoCos. (English) Zbl 1398.91580

Glau, Kathrin (ed.) et al., Innovations in derivatives markets. Fixed income modeling, valuation adjustments, risk management, and regulation. Proceedings of the conference, Munich, Germany, March 30 – April 1, 2015. Cham: Springer Open (ISBN 978-3-319-33445-5/hbk; 978-3-319-33446-2/ebook). Springer Proceedings in Mathematics & Statistics 165, 405-419 (2016).
MSC:  91G20
PDF BibTeX XML Cite
Full Text: DOI

CoCos with extension risk. A structural approach. (English) Zbl 1354.91147

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 447-464 (2016).
MSC:  91G20 60H30 91G50
PDF BibTeX XML Cite
Full Text: DOI

Pricing CoCos with a market trigger. (English) Zbl 1335.91080

Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 179-209 (2016).
PDF BibTeX XML Cite
Full Text: DOI

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

all top 3

Software