Pricing inflation-indexed and foreign-currency linked convertible bonds with credit risk

Keyphrases

• Inflation 100%
• Credit Risk 100%
• Convertibility 100%
• Convertible Bonds 100%
• Foreign Currency 100%
• Schwartz 50%
• Three-dimensional (3D) 50%
• Two-source 50%
• Tel Aviv Stock Exchange 50%
• Numerical Solution 50%
• Issuer 50%
• Economic Environment 50%
• Uncertainty Sources 50%
• Valuation Models 50%
• Raising Capital 50%
• Characteristic number 50%
• Price Index 50%
• Consumer Price Index 50%
• Binomial Tree 50%
• Popular 50%
• Inflation Models 50%

Economics, Econometrics and Finance

• Pricing 100%
• Inflation 100%
• Foreign Exchange 100%
• Convertible Bond 100%
• Stock Exchange 33%
• Consumer Price Index 33%