Blar i NHH Brage på forfatter "Langlo, Yvonne Silden"
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A valuation model of deferred callability in defaultable debt
Langlo, Yvonne Silden (Master thesis, 2010)In this thesis a model is developed for valuing risky perpetual debt with an embedded American call option that can be exercised after a protection period. These features are relevant for a hybrid capital ...