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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Bibliographic Details
Main Author: Dimitry, Johan
Format: Others
Language:English
Published: KTH, Farkost och flyg 2014
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-151312

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