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Milanov, Krasimir
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PhD student
Bulgarian Academy of Sciences, Institute of Mathematics and Informatics
Acad. G. Bonchev str. 8
Sofia, 1113
Bulgaria
email address
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Senior Quant - Financial Derivatives
FinAnalytica
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Milanov, Krasimir's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
233 |
Total
Citations
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1.
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Milanov, Krasimir
Bulgarian Academy of Sciences, Institute of Mathematics and Informatics Kounchev, Ognyan
Bulgarian Academy of Sciences and IZKS-University of Bonn
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18 Jun 12
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Last Revised:
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09 Oct 12
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122
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convertible bonds, default, recovery, equity-to-credit risk, binomial, binary, tree, pde
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2.
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Milanov, Krasimir
Bulgarian Academy of Sciences, Institute of Mathematics and Informatics Kounchev, Ognyan
Bulgarian Academy of Sciences and IZKS-University of Bonn
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22 Oct 11
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Last Revised:
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09 Oct 12
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111
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Convertible bonds, Binomial tree, Tsiveriotis-Fernandes model, Convertible bond pricing, Convertible bond Greeks, Convertible Arbitrage, Delta-hedging of Convertible bonds, Risk Assessment of Convertible bonds
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