LECTURE SLIDES

Pricing Game Option using Reflected BSDEs: Part II – Application to Pricing Convertible Bonds with call protection
Abdallah Rahal
Bank AUDI

This web presentation contains the slides of a lecture given at the Fields Institute on April 16, 2010 as part of the Industrial-Academic Forum on Credit-Hybrid Risk.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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