A multifactor pricing model for cat bonds in the secondary market

Given the relevance that Cat Bonds are taking in the financial markets, as well as their appeal for different types of investors, it becomes pertinent to understand the price dynamics of these securities in the secondary market. Several authors have developed and proposed different valuation approac...

Full description

Autores:
Gomez, Laura
Carcamo, Ulises
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/7626
Acceso en línea:
http://hdl.handle.net/10784/7626
Palabra clave:
Cat Bonds
ILS
Secondary market
Indicative spread
Panel data
Rights
License
openAccess