Sökning: "Henrik Teneberg"

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1. 1. 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