Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity.

Dr. Qi TangFAHAD MOHAMMED MOBARAK ALDOSSARY2022-05-292022-05-2936500https://drepo.sdl.edu.sa/handle/20.500.14154/48518Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity.Thesis