in Total Papers Downloads
in Total Papers Citations
Contingent convertible bonds, credit default swaps, pricing, calibration, hedging, intensity-based model, first-passage time model
risk premia, currency carry trade, disaster risk, exchange rate options
Contingent convertible bonds, credit default swaps, reduced form model, pricing, calibration, hedging
Liquidity, International Bond Pricing, Financial Crisis, Arbitrage
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2799651.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
contingent convertible bonds, credit default swaps, reduced-form model, pricing calibration, hedging
This page was processed by aws-apollo1 in 0.156 seconds