default author photo

Chan Li

Dalian University of Technology

Huiying Rd

DaLian, LiaoNing, 116024

China

SCHOLARLY PAPERS

1

DOWNLOADS

162

TOTAL CITATIONS

0

Scholarly Papers (1)

Valuation and Analysis of Dual-Trigger Contingent Convertible Catastrophe Bonds

Number of pages: 19 Posted: 02 Sep 2023
Qin Shang, Jiaqi Jiang and Chan Li
Dalian University of Technology, Dalian University of Technology and Dalian University of Technology
Downloads 67 (912,103)

Abstract:

Loading...

Catastrophe risk, Contingent convertible bond, Dual-trigger mechanism, Risk neutral measure.

Valuation and Analysis of Dual-Trigger Contingent Convertible Catastrophe Bonds

Number of pages: 18 Posted: 28 Apr 2023
Dalian University of Technology, Dalian University of Technology, Dalian University of Technology and Dalian University of Technology
Downloads 64 (938,550)

Abstract:

Loading...

Key Words: Catastrophe risk, Contingent convertible bond, Dual-trigger mechanism, Risk neutral measure.

Valuation and Analysis of Dual-Trigger Contingent Convertible Catastrophe Bonds

Number of pages: 19 Posted: 29 Apr 2024
Qin Shang, Jiaqi Jiang and Chan Li
Dalian University of Technology, Dalian University of Technology and Dalian University of Technology
Downloads 31 (1,340,711)

Abstract:

Loading...

Catastrophe risk, Contingent convertible bond, Dual-trigger mechanism, Risk neutral measure.