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

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