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Simulation-based pricing of convertible bonds

Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331

Persistent link: https://www.econbiz.de/10003699167

A simulation-based pricing method for convertible bonds

Kind, Axel; Wilde, Christian - 2003

Persistent link: https://www.econbiz.de/10001779259

The pricing of convertible bonds : an analysis of the French market

Ammann, Manuel; Kind, Axel H.; Wilde, Christian - 2001

Persistent link: https://www.econbiz.de/10001574812

Pricing American-style options by simulation

Kind, Axel - In: Financial markets and portfolio management 19 (2005) 1, pp. 109-116

Persistent link: https://www.econbiz.de/10003213078

The value of corporate voting rights embedded in option prices

Kind, Axel; Poltera, Marco - In: The journal of corporate finance : contracting, … 22 (2013), pp. 16-34

Persistent link: https://www.econbiz.de/10010126262

Pricing derivative credit risk

Ammann, Manuel - 1998

Persistent link: https://www.econbiz.de/10000994013

Pricing derivative credit risk

Ammann, Manuel - 1998

Persistent link: https://www.econbiz.de/10000674017

Robust estimation of risk-neutral moments

Ammann, Manuel; Feser, Alexander - 2019

This study provides an in-depth analysis of how to estimate risk-neutral moments robustly. A simulation and an empirical study show that estimating risk- neutral moments presents a trade-off between (1) the bias of estimates caused by a limited strike price domain and (2) the variance of...

Persistent link: https://www.econbiz.de/10011993545

Relative implied volatility arbitrage with index options : another look at market efficiency

Ammann, Manuel; Herriger, Silvan - 2001

Persistent link: https://www.econbiz.de/10001584180

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