مرکز منطقه ای اطلاع رساني علوم و فناوري - Monte Carlo analysis of convertible bonds with reset clauses

Title of article :

Monte Carlo analysis of convertible bonds with reset clauses

Author/Authors :

Toshikazu Kimura، نويسنده , , Toshio Shinohara، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

301

To page :

310

Keywords :

Convertible bonds , Reset clauses , Credit risk , Conversion option value , Conversion probability , Monte Carlo simulations

Journal title :

European Journal of Operational Research

Serial Year :

2006

Journal title :

European Journal of Operational Research

Record number :

215651

Link To Document :