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Dokumenttyp:
Buchbeitrag 
Autor(en):
Kallsen, J.; Kühn, C. 
Titel:
Convertible Bonds: Financial Derivatives of Game Type 
Abstract:
A convertible bond is a security that the holder can convert into a specified number of underlying shared. In addition, very often the issuer can recall the bond, paying some compensation, or force the holder to convert it immediately. Therefore, the pricing problem has also a game-theoretic aspect. When modelling convertible (callable) bonds within the framework of a firm value model, they can be consideres as an example of a standard game contingent claim as long as no dividends are distribute...    »
 
Seitenangaben Beitrag:
277-291 
Herausgeber:
Kyprianou, A.; Schoutens, W.; Wilmott, P. 
Buchtitel:
Exotic Option Pricing and Advanced Lévy Models 
Verlag / Institution:
Wiley, New York 
Jahr:
2005 
Sprache:
en