Essays about: "Gustav Marklund Brinell"

Found 1 essay containing the words Gustav Marklund Brinell.

  1. 1. Pricing Convertible Bonds Using Monte Carlo Simulations

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Gustav Marklund Brinell; [2023]
    Keywords : Convertible bonds; Monte Carlo;

    Abstract : In this paper we dive into the world of pricing convertible bonds, with increasing complexity. This work aims to investigate the pricing methods behind different convertibles and see how well they agree with exact prices and benchmarks from established literature. READ MORE