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Bug Fixes/Re-organization: - Spaces R^x to R^1 Normed (47, 48) - Spaces R^x to R^1 Normed - Input Metric Vector Space (49, 50, 51) - Spaces R^x to R^1 Normed - Output Metric Vector Space (52, 53, 54) - Spaces R^x to R^1 Normed - Sample Supremum Norm (55, 56, 57) - Spaces R^x to R^1 Normed - Sample Metric Norm (58, 59, 60) Samples: IdeaDRIP: - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Underpricing Statistics Different Moneyness Classes (1-10) - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Delta vs Spot Price 7-year (11-12) - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Gamma vs Spot Price 7-year (13-16) - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Delta vs Spot Price 20-year (17-19) - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Gamma vs Spot Price 20-year (20-34) - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Conclusion (35-46)
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Features: | ||
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Bug Fixes/Re-organization: | ||
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Samples: | ||
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IdeaDRIP: | ||
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- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Model Prices vs. Market (1-17) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Underpricing Statistics Different Maturity Classes (18-32) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Underpricing Statistics Different Moneyness Classes (33-60) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
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@@ -0,0 +1,22 @@ | ||
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Features: | ||
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Bug Fixes/Re-organization: | ||
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- Spaces R^x to R^1 Normed (47, 48) | ||
- Spaces R^x to R^1 Normed - Input Metric Vector Space (49, 50, 51) | ||
- Spaces R^x to R^1 Normed - Output Metric Vector Space (52, 53, 54) | ||
- Spaces R^x to R^1 Normed - Sample Supremum Norm (55, 56, 57) | ||
- Spaces R^x to R^1 Normed - Sample Metric Norm (58, 59, 60) | ||
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Samples: | ||
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IdeaDRIP: | ||
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- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Underpricing Statistics Different Moneyness Classes (1-10) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Delta vs Spot Price 7-year (11-12) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Gamma vs Spot Price 7-year (13-16) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Delta vs Spot Price 20-year (17-19) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Empirical Results - Gamma vs Spot Price 20-year (20-34) | ||
- A Simple and Precise Method for Pricing Convertible Bond with Credit Risk PDE Conclusion (35-46) |
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