Matias Puig

University of Oxford - Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter (550)

Oxford, OX2 6GG

United Kingdom

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Network Valuation under Equity Conversions

Number of pages: 31 Posted: 05 Sep 2018 Last Revised: 02 Dec 2018
Matias Puig and Christoph Siebenbrunner
University of Oxford - Mathematical Institute and University of Oxford - Mathematical Institute
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Abstract:

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asset pricing, contingent convertible securities, financial regulation, systemic risk