Abstract
Derivatives that require incorporation of default of the underlying’s issuer include derivatives on single stock, in particular convertible bonds.
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© 2016 Oliver Brockhaus
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Brockhaus, O. (2016). Defaultable Equity. In: Equity Derivatives and Hybrids. Applied Quantitative Finance series. Palgrave Macmillan, London. https://doi.org/10.1057/9781137349491_13
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DOI: https://doi.org/10.1057/9781137349491_13
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-55987-9
Online ISBN: 978-1-137-34949-1
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