Open AccessPricing Convertible Bonds Subject to Default Risk
Author(s) -
MaoWei Hung,
JrYan Wang
Publication year - 2002
Publication title -
the journal of derivatives
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.286
H-Index - 44
eISSN - 2168-8524
pISSN - 1074-1240
DOI - 10.3905/jod.2002.319197
Subject(s) - convertible bond , embedded option , bond , valuation (finance) , convertible , convertible arbitrage , business , credit risk , bond valuation , actuarial science , default risk , financial economics , economics , finance , capital asset pricing model , structural engineering , arbitrage pricing theory , risk arbitrage , engineering
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