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On the pricing of inflation-indexed caps

✍ Scribed by Susanne Kruse

Book ID
107702260
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
296 KB
Volume
1
Category
Article
ISSN
2190-9733

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✍ Yoram Landskroner; Alon Raviv πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 247 KB

## Abstract This paper derives a valuation model of inflation‐indexed convertible bonds that incorporates the firm's stock price, inflation indexing and the firm's credit risk. The pricing of inflation‐indexed convertible bonds traded on the Tel‐Aviv Stock Exchange (TASE) was empirically tested by