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  • Reverse Convertible Autocallable Swap or Bond Valuation

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    reverse convertible swap, reverse convertible bond
    Permanent URL:
    http://dx.doi.org/10.17613/6hmg-2549
    Abstract:
    A reverse convertible autocallable swap allows two parties exchange floating coupons with fixed coupons on certain future dates. On some coupon dates, the swap may be cancelled. Should the swap be cancelled on coupon date t, the coupons due on coupon date t will be paid and all further cash flows are terminated.
    Notes:
    https://gitlab.com/cmrm11/eqreverse/-/raw/master/EqReverse-18.pdf
    Metadata:
    xml
    Status:
    Published
    Last Updated:
    2 years ago
    License:
    All-Rights-Granted

    Downloads

    Item Name: pdf eqreverse-18.pdf
      Download View in browser
    Activity: Downloads: 46

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