Date: 2014-10-21 18:01:47

Mathematical 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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