Stream A: Fixed Income Instruments
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- 2023 Annual Conference
- Stream A: Fixed Income Instruments
10:45 - 12:15
Stream A: Fixed Income Instruments
Location: School of Management 2400
Papers
Notes on Risk-Neutral Pricing of SLBs and Step-down Structures
Presenter: Ulf Erlandsson (Anthropocene Fixed Income Institute)
Authored by: Ulf Erlandsson (Anthropocene Fixed Income Institute), Stephanie Mielnik (Anthropocene Fixed Income Institute), Josephine Richardson (Anthropocene Fixed Income Institute), Cedric Rimaud (Anthropocene Fixed Income Institute)
The EU Taxonomy and the Syndicated Loan Market
Authored by: Rui Zhong (University of Western Australia), Jing Yu (University of Sydney), Zacharias Sautner (Frankfurt School of Finance & Management), Xiaoyan Zhou (University of Oxford)