A mathematical study of convertible bonds.
A convertible bond (CB) is a financial derivative, a so called hybrid security. It is an issued contract from a company or a government, which is paid for up-front. The contract yields a known amount at the specified maturity date, unless the holder chooses to convert it into an amount of the underl...
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| Format: | Others |
| Language: | English |
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KTH, Farkost och flyg
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-151312 |