A Complete Model for Pricing CoCo Bonds

The Journal of Fixed Income, Vol. 29, Issue 3, Winter 2020
 

Author(s):

Krasimir Milanov

Head of Risk Solutions at CLOUDRISK in Sofia, Bulgaria

Ognyan Kounchev

Professor in the Institute of Mathematics and Informatics at Bulgarian Academy of Sciences in Sofia, Bulgaria

Frank J. Fabozzi

Professor of Finance - EDHEC Business School

The Journal of Fixed Income, Vol. 29, Issue 3, Winter 2020
 

Type: Academic publication
Date: le 02/01/2020
Research Cluster : Finance
Source : The Journal of Fixed Income

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