convertible bond，求论文 - Quant版 - 未名存档

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Quant版 - convertible bond，求论文

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话题: bond话题: america

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发帖数: 87

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Calibration and Implementation of Convertible Bond Models
LEIF B.G. ANDERSEN
Banc of America Securities
DAN BUFFUM
Bank of America

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● 哪里可以找到historical cap/swap price?	● [包子问]SABR calibration的一个问题。
● [合集] Basic Garch model implementation question.	● a question about the swaption pricing formula
● 关于选Offer。。。大家来给看看	● 问题：why is it never optimal to early exercise the call when it is equivalent to a put?
● how to calculate the delta of convertible bond?	● interest rate modelling book
● Hull White 2F Calibrate到Swaption，不胜其扰	● 有人在上NYU的Interest Rate and FX Models这门课吗？
● Any concrete example on calibrating LIBOR model?	● 如何从高频数据预测stock volatility
● ornstein uhlenbeck and risk neutral	● 有人了解 Ronald Gallant 的 SNP 方法吗？
● Heston model calibration	● 有关Libor Market Mode的calibration问题

相关话题的讨论汇总
话题: bond话题: america

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