Serving the Quantitative Finance Community

Tsiveriotis and Fernandes's paper

Post Reply
 
User avatar
dreamonstreet
Topic Author
Posts: 0
Joined: March 30th, 2004, 1:44 pm

Tsiveriotis and Fernandes's paper

March 28th, 2005, 9:55 pm

Anyone has their paper " valuing convertible bonds with credit risk"? would you like email me to danielblw@gmail.comThanks so much...
Top
 
User avatar
weare
Posts: 1
Joined: November 18th, 2002, 8:10 am

Tsiveriotis and Fernandes's paper

March 29th, 2005, 12:36 am

me too, please....weare@npricing.co.kr
Last edited by weare on March 28th, 2005, 10:00 pm, edited 1 time in total.
Top
 
User avatar
davidh96
Posts: 5
Joined: January 17th, 2005, 10:59 pm

Tsiveriotis and Fernandes's paper

March 29th, 2005, 9:22 pm

done
Top
 
User avatar
F117
Posts: 0
Joined: February 8th, 2005, 4:35 am

Tsiveriotis and Fernandes's paper

March 30th, 2005, 4:01 am

xuyu.wang@gmail.com, Thanks a lot!
Top
 
User avatar
RedeR

Tsiveriotis and Fernandes's paper

March 30th, 2005, 6:49 am

QuoteOriginally posted by: dreamonstreetAnyone has their paper " valuing convertible bonds with credit risk"? would you like email me to danielblw@gmail.comThanks so much...Where is numbersix ? He would explain (and he is right) that one should not use that crappy model. One reason (among many others): negative vega for small vols...
Top
 
User avatar
zrj
Posts: 0
Joined: December 29th, 2003, 3:59 pm

Tsiveriotis and Fernandes's paper

April 2nd, 2005, 7:03 am

:-)
Top
© All material, including contents and design, copyright Wilmott Electronic Media Limited | Privacy | About | Contact us