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

See Also

News
- 25-09-2020
Almost 1000 students from all our tracks attended the special 12th edition of the Finance Career Days, on September 10th & 11th. A two-day virtual event including insight presentations...
QS 2021 ranks EDHEC’s MSc in Marketing Management No. 7 worldwide
News
- 24-09-2020
“I’m extremely proud to witness the progress of our QS worldwide ranking each year,”...
QS ranks EDHEC’s Global MBA and MSc in Marketing Management among the world’s most competitive courses in 2020-21
News
- 24-09-2020
EDHEC's Global MBA continued its rise through the global rankings in 2020. The...
Gianfranco Gianfrate speaking on climate change and credit risk on 27 October
News
- 24-09-2020
On 27 october 2020, Gianfranco Gianfrate, Professor of Finance, EDHEC Business School...