Valuing euro rating-triggered step-up telecom bonds

Journal of Derivatives

Volumn 11, Issue 3, 2004, Pages 63-80

  Houweling, Patrick ^a   Mentink, Albert ^b   Vorst, Ton ^c,d  

^a Robeco Asset Management   (Netherlands)

^b Aegon   (Netherlands)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^d Risk Modelling and Product Analysis at ABN Amro   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84977809964     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2004.391036     Document Type: Article

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