Sökning: "Contingent Convertibles"

Visar resultat 6 - 7 av 7 uppsatser innehållade orden Contingent Convertibles.

1. 6. Modelling and Pricing Contingent Convertibles

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Per Alvemar; Philip Ericson; [2012-07-25]
   Nyckelord :Contingent Convertible Bonds; Contingent Convertible Capital; CoCos; Pricing; Credit Derivatives; Equity Derivatives; Credit Default Swaps CDS ; Bond Pricing;

   Sammanfattning : Recent years financial turbulence has energized implementation of comprehensive regulatory standards on bank capital adequacy. Regulators demand more capital with loss absorbance properties and the Contingent Convertible bond, CoCo, has become an increasingly pop- ular way to gather such capital. LÄS MER

3. 7. Pricing Contingent Convertibles using an EquityDerivatives Jump Diusion Approach

   Master-uppsats, KTH/Matematisk statistik

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

   Sammanfattning : 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. LÄS MER