The Effect of Default and Conversion Options on Bond Duration

Sana Horchani
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Sana Horchani: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon

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Date: 2015-12-31
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Published in Journal of fixed income, 2015, 25 (3), pp.26-35. ⟨10.3905/jfi.2016.25.3.026⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03510661

DOI: 10.3905/jfi.2016.25.3.026

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