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Stochastic Models and Processes · 10. novembre 2023
Convertible bonds blend debt and equity, featuring an option to convert into a set number of shares. Key factors include conversion ratio and price. Valuation hinges on stock dynamics, credit risk, and hazard rate. At maturity, value is the higher of face value or conversion outcome. Monte Carlo simulations help in pricing, considering callability and putability options. #ConvertibleBonds #CreditRisk #FinancialModeling #InvestmentStrategies
01. novembre 2023
The Jacobi method is a mathematical algorithm used to simplify complex matrices into a form that's easier to analyze, often for assessing risks and relationships in financial portfolios.