A pricing model for secondary market yield based floating rate notes subject to default risk.
Manfred FrühwirthPublished in: Eur. J. Oper. Res. (2001)
Keyphrases
- pricing model
- convertible bonds
- black scholes
- financial crisis
- optimal pricing
- pricing mechanism
- real option
- dynamic pricing
- stock price
- option pricing
- bi level
- decision making
- financial markets
- numerical methods
- credit risk
- stock exchange
- fuzzy numbers
- risk management
- early warning
- empirical analysis
- risk analysis
- stock market
- financial data