This thesis presents a comprehensive analysis of contingent convertible bonds. CoCo bonds automatically convert from debt to equity if a predetermined ratio of
Seminar paper from the year 2011 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,2, University of Innsbruck (Banki
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and d
Part I of this thesis introduces the reader to the economic foundation of contingent convertible bonds as a potential measure to reduce the systemic risk of fin
Bringing together developments from the past 30years in contingent valuation, this book examines the relative value of securities in a corporation's capital str
