A comparative study of pricing models for contingent convertible bonds

The financial crisis in 2008 gave rise to the emergence of contingent convertible (CoCo) bonds as one of the non-trivial solutions for firm’s cash solvency and liquidity. CoCo bond is a long-term hybrid debt that pays fixed interval coupon payments during its life and offers rrecapitalizationto the...

Full description

Saved in:
Bibliographic Details
Main Author: Hor, Rui Xin
Format: Thesis
Published: 2021
Subjects:
Online Access:http://eprints.sunway.edu.my/2393/
Tags: Add Tag
No Tags, Be the first to tag this record!