The aim of the thesis is to adjust and extend a discounted cash flow based framework in order to fairly value contingent convertible bonds, which are issued bt banks as additional tier 1 capital under basel III regulation

A valuation framework for contingent convertible bonds

Billot, Alessandro
2016/2017

Abstract

The aim of the thesis is to adjust and extend a discounted cash flow based framework in order to fairly value contingent convertible bonds, which are issued bt banks as additional tier 1 capital under basel III regulation
ECONOMICS AND FINANCE
2016
91
contingent convertibles, DCF valuation
Lauree magistrali
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/25225