"Liquidity Risk in Convertible Bonds. Cochrane Orcutt applied on Goldman Sachs Binomial Lattice (1994) and Tsiveriotis, K. and C Fernandes (1998) pricing models"
Author(s)
Khalek, Hadi
Type
Dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2010
Format Extent
1106653 bytes
Creator
Khalek, Hadi
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering