any thought on pricing contingent capital notes? - Quant版

本页内容为未名空间相应帖子的节选和存档，一周内的贴子最多显示50字，超过一周显示500字访问原贴

Quant版 - any thought on pricing contingent capital notes?

相关主题
● CFA Note 指的是Schweser Study Notes 吗	● E(\|A交B\|/\|A并B\|)=?
● a beautiful polynomial equality problem	● 请教序列的比较问题
● one probability question	● Re: 道听途说：硅谷抢房盛况 (转载)
● HELP ==> Question on valuation of bonds	● The New Unused CFA Level II 2007 Schweser Notes for Sales
● wilmott上看来的一个题目	● Can anyone share Gatheral's lecture notes?
● ideas anyone?	● STRIP and T-NOTES compounding convention
● 一道很常见的面试题	● 求CFA level 1 2008 notes for book 3..
● 问一个关于binomial r.v.的问题	● [合集] 什么地方可以买到 CFA level 1 的 Schwester notes

相关话题的讨论汇总
话题: contingent话题: notes话题: capital话题: thought话题: pricing

进入Quant版参与讨论

(共1页)

b****k
发帖数: 16

i am trying to price the some contingent capital notes: say 10 yr, 9% with
250 bps spread. to simplify the model, we assume the analyst provides the
probability of TCE being reached.
any thought?
thx

(共1页)

进入Quant版参与讨论

相关主题
● [合集] 什么地方可以买到 CFA level 1 的 Schwester notes	● wilmott上看来的一个题目
● A Future Question	● ideas anyone?
● where can I buy CFA I notes?	● 一道很常见的面试题
● 转让cfa 复习资料	● 问一个关于binomial r.v.的问题
● CFA Note 指的是Schweser Study Notes 吗	● E(\|A交B\|/\|A并B\|)=?
● a beautiful polynomial equality problem	● 请教序列的比较问题
● one probability question	● Re: 道听途说：硅谷抢房盛况 (转载)
● HELP ==> Question on valuation of bonds	● The New Unused CFA Level II 2007 Schweser Notes for Sales

相关话题的讨论汇总
话题: contingent话题: notes话题: capital话题: thought话题: pricing

#	版面	帖数(主题数)
-	全站	4871 (796)
1	Military	3777 (569)
2	Stock	341 (51)
3	Joke	117 (17)
4	History	116 (3)
5	Automobile	100 (9)
6	USANews	55 (9)
7	Midlife	45 (1)
8	Headline	41 (41)
9	Dreamer	33 (13)
10	FleaMarket	32 (20)
11	Living	30 (7)

boards

未名新帖统计// 7月16日

历史上的今天