Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk

Pavlo Kovalov; Vadim Linetsky

doi:s://www.fdic.gov/

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Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk

01/15/2008
By Pavlo Kovalov ; Vadim Linetsky
Series: Center for Financial Research Working Paper
Research Publications

[PDF-1.33 MB]

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Alternative Title:

No. 2008-02
Publisher's site:

https://www.fdic.gov/
Personal Author:

Pavlo Kovalov ; Vadim Linetsky

Pavlo Kovalov ; Vadim Linetsky Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

41
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Center for Financial Research Working Paper
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https://www.fdic.gov/analysis/cfr/working-papers/2008/2008-02.pdf
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PDF
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urn:sha256:076011fe54af49b8b42bd9049faf317b95fccf06b718148b11405b48eadbf56e
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https://archive.fdic.gov/view/fdic/12009/fdic_12009_DS1.pdf
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Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk

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