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Real options
Finnerty, John D. - 2008
Persistent link: https://www.econbiz.de/10003765199
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Valuing convertible bonds and the option to exchange bonds for stock
Finnerty, John D. - In: The journal of corporate finance : contracting, … 31 (2015), pp. 91-115
Persistent link: https://www.econbiz.de/10011290007
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Pricing of employee stock options : marketability does matter
Finnerty, John D. - In: International Journal of Portfolio Analysis and Management 1 (2012) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10009765938
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Modifying the Black-Scholes-Merton model to calculate the cost of employee stock options
Finnerty, John D. - In: Managerial finance 40 (2014) 1, pp. 2-32
Persistent link: https://www.econbiz.de/10010252122
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An average-strike put option model of the marketability discount
Finnerty, John D. - In: The journal of derivatives : the official publication … 19 (2012) 4, pp. 53-69
Persistent link: https://www.econbiz.de/10009671737
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Options in Structured Notes : Fix the Price or Fix the Spread?
Finnerty, John D. - 2014
We derive consistent contingent-claims models for valuing implicit options embedded in structured notes, and use them to compare the cost of fixing the spread with that of fixing the price in bond tender offers. We analyze 289 bond tender offers and find that the cost difference is economically...
Persistent link: https://www.econbiz.de/10013047698