Advanced search

Found 1 essay matching the above criteria.

1. 1. Pricing Contingent Convertibles using an EquityDerivatives Jump Diusion Approach

   University essay from KTH/Matematisk statistik

   Author : Henrik Teneberg; [2012]
   Keywords : Contingent Convertible; CoCo; jump-diusion; pricing; adaptive mesh model;

   Abstract : This paper familiarizes the reader with contingent convertibles and their role in the current financial landscape. A contingent convertible is a security behaving like a bond in normal times, but that converts into equity or is written down in times of turbulence. READ MORE