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The Libor market model and its calibration to the South African market
Unknown author
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University of Pretoria
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2012-07-03
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The valuation and calibration of convertible bonds
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University of Pretoria
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2009-10-08
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Subject
Calibration (2)
UCTD (2)
Convertible arbitrage (1)
Convertible bond valuation (1)
Credit and default risk (1)
Libor market (1)
Negative convexity (1)
South african market (1)
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2012 (1)
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