search query: @indexterm Financial models / total: 494
reference: 11 / 494
Author: | Moss, D. |
Title: | Cross-market valuation |
Journal: | Risk
2004 : APR, VOL. 17:4, p. 79-83 |
Index terms: | bonds credit derivative securities financial models risk valuation |
Language: | eng |
Abstract: | In this article, the writer aims to determine what credit margin to use when valuing credit-risky derivatives. The article also examines how relative value trading and capital structure arbitrage can be analyzed quantitatively. The writer develops a valuation model and applies it to France Telecom and convertible bonds. |
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