haku: @indexterm Derivative securities / yhteensä: 88
viite: 28 / 88
| Tekijä: | Moss, D. |
| Otsikko: | Cross-market valuation |
| Lehti: | Risk
2004 : APR, VOL. 17:4, p. 79-83 |
| Asiasana: | bonds credit derivative securities financial models risk valuation |
| Kieli: | eng |
| Tiivistelmä: | 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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