Narrow search
Showing 1 - 10 of 78
Cover Image
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan; Schoutens, Wim - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Cover Image
Pricing and hedging mandatory convertible bonds
Ammann, Manuel; Seiz, Ralf - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Cover Image
A tree model for pricing convertible bonds with equity, interest rate, and default risk
Chambers, Donald Robert; Lu, Qin - In: The journal of derivatives : the official publication … 14 (2007) 4, pp. 25-46
Persistent link: https://www.econbiz.de/10003498956
Cover Image
Pricing and hedging convertible bonds under non-probabilitic interest rates
Ėpštejn, David B.; Haber, Richard; Wilmott, Paul - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 31-40
Persistent link: https://www.econbiz.de/10001500035
Cover Image
Reducing asset substitution with warrant and convertible debt issues
Chesney, Marc; Gibson, Rajna - In: The journal of derivatives : the official publication … 9 (2001) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10001618908
Cover Image
Pricing convertible bonds subject to default risk
Hung, Mao-Wei; Wang, Jr-Yan - In: The journal of derivatives : the official publication … 10 (2002) 2, pp. 75-87
Persistent link: https://www.econbiz.de/10001745235
Cover Image
Valuation of convertible bonds with credit risk
Ayache, E.; Forsyth, Peter A.; Vetzal, Kenneth R. - In: The journal of derivatives : the official publication … 11 (2003) 1, pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Cover Image
Managerial discretion and contingent valuation of corporate securities
Garbade, Kenneth D. - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 65-76
Persistent link: https://www.econbiz.de/10001432453
Cover Image
The determinants of CoCo bond prices
Khah, Sara Abed Masror; Vermaelen, Theo; Wolff, … - In: The journal of derivatives : the official publication … 26 (2019) 3, pp. 35-52
Persistent link: https://www.econbiz.de/10012306156
Cover Image
The fallacy of fully dividend-protected stock options and convertible bonds
Zimmermann, Paul - In: The journal of derivatives : the official publication … 23 (2016) 3, pp. 61-72
Persistent link: https://www.econbiz.de/10011687226