The relationships between contingent convertible (CoCo) bonds and their underlying
equities, credit default swap spreads (CDS), interest rates, implied volatilities and foreign …

The aim of this paper is to examine some American style financial instruments with
generalized payment structures, in particular for the power functions. We first prove several …

This paper analyses the preferences of CoCo bond buyers and sellers assuming that they
are mutually exclusive, and that buyers prefer CoCo bonds with higher safety-adjusted …

The major characteristic of the cancellable American options is the existing writer's right to
cancel the contract prematurely paying some penalty amount. The main purpose of this …

Résumé Nous étudions un nouveau type de capital conditionnel, les Fonds Propres
Additionnels (AT1, de l'anglais «Additional Tier 1»), conçus dans le but d'éviter les …

abstract This paper analyses the preferences of CoCo bond buyers and sellers assuming
that they are mutually exclusive, and that buyers prefer CoCo bonds with higher safety …

Introduced to prevent a future credit crisis, contingent capital is engineered to recapitalise
banks according to a regulatory architecture based on capital ratio requirements. We …

Дисертационниÿт труд е на английски език с общ обем от 132 страници и включва
увод, пет глави, заключение и библиографиÿ. Библиографиÿта съдържа 57 източника …