Author:
Brigo Damiano,Garcia Joao,Pede Nicola
Cited by
9 articles.
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1. Bibliography;Manufacturing and Managing Customer-Driven Derivatives;2016-02-02
2. CoCos with Extension Risk. A Structural Approach;The Fascination of Probability, Statistics and their Applications;2015-12-27
3. The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements Under Solvency II;The Geneva Papers on Risk and Insurance - Issues and Practice;2015-05-27
4. Implied CET1 Volatility;SSRN Electronic Journal;2015
5. Pricing CoCos with a Market Trigger;SSRN Electronic Journal;2015