![Mathematical finance / Convertible bond / Bond / Forward measure / Futures contract / Credit risk / Coco / Financial risk / Risk-neutral measure / Hedge / Discounting / Fixed income Mathematical finance / Convertible bond / Bond / Forward measure / Futures contract / Credit risk / Coco / Financial risk / Risk-neutral measure / Hedge / Discounting / Fixed income](https://www.pdfsearch.io/img/beb16f9f535cc3624b6fd4b89c6737fc.jpg) Date: 2014-10-21 18:01:47Mathematical finance Convertible bond Bond Forward measure Futures contract Credit risk Coco Financial risk Risk-neutral measure Hedge Discounting Fixed income | | ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu
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