Sökning: "Risk-NeutralValuation"

Hittade 1 uppsats innehållade ordet Risk-NeutralValuation.

1. 1. Valuation of Contingent Convertible Bonds

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Alexander Back; William Keith; [2016]
   Nyckelord :Contingent Convertible Bonds; Hybrid Capital; Capital Structure; Capital Adequacy Regulation; Basel III; Risk-NeutralValuation;

   Sammanfattning : Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. LÄS MER