Corporate Hybrids

KGS · March 22nd, 2006, 4:48 pm

Hi, does anyone could recommend an article explaining the pricing model to price a COPORATE HYBRID: - bond with perpetual maturity ; - non callable during a certain period of time, callable on every coupon date thereafter ;- fixed coupon until a call date, switches to a floatting rate thereafter ;- coupon deferral optionThanks very mcuh for the help,

fodor · September 12th, 2006, 7:14 am

Hi KGS, curious, did you find any articles or solution for this? Regards fodor