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Billot, Alessandro (2016) A valuation framework for contingent convertible bonds. [Magistrali biennali]

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Abstract

The aim of the thesis is to adjust and extend a discounted cash flow based framework in order to fairly value contingent convertible bonds, which are issued bt banks as additional tier 1 capital under basel III regulation

Tipologia del documento:Magistrali biennali
Parole chiave:contingent convertibles, DCF valuation
Settori scientifico-disciplinari del MIUR:Area 13 - Scienze economiche e statistiche > SECS-P/01 Economia politica
Codice ID:51685
Relatore:Parigi, Bruno Maria
Data della tesi:2016
Biblioteca:Polo di Scienze Sociali > Biblioteca del Dipartimento di Scienze Economiche"Marco Fanno"
Tipo di fruizione per il documento:on-line per i full-text
Tesi sperimentale (Si) o compilativa (No)?:

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