no script no facebook ... not the end of the world.
Chart for article 'Implied vol SY CDS'
Is this chart helpful to you?
Publisher logo for FactSet 2019

Implied vol SY CDS

SOURCE ARTICLE:
Implied vol SY CDS

The aim of any convertible bond (CB) model should be to capture the hybrid nature of the risk. Pricing models generally split the exposure into fixed income and equity components.

Related Charts