Financial Engineering, Fallstudie Teil 2: Lösung
# DOI
doi.org/10.15358/0340-1650-2025-8-52
# Abstract
The procedure already outlined for the development and valuation of a reverse convertible bond is applied to the case. Secondly, the implications of the variation of relevant determinants under otherwise constant conditions on the coupon at the time of issue and the price during the term are investigated. The effects on valuation-relevant key figures are examined either.