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DeepPricing : pricing convertible bonds based on financial time-series generative adversarial networks

Tan, Xiaoyu; Zhang, Zili; Zhao, Xuejun; Wang, Shuyi - In: Financial innovation : FIN 8 (2022), pp. 1-38

Convertible bonds are an important segment of the corporate bond market, however, as hybrid instruments, convertible bonds are difficult to value because they depend on variables related to the underlying stock, the fixed-income part, and the interaction between these components. Besides,...

Persistent link: https://www.econbiz.de/10013272634

Costs of financial distress, delayed calls of convertible bonds, and the role of investment banks

Jaffee, Dwight M.; Shleifer, Andrei - 1988

Persistent link: https://www.econbiz.de/10000753893

Convertible bonds as "back door" equity financing

Stein, Jeremy C. - 1992

Persistent link: https://www.econbiz.de/10000136638

Convertible bond markets

Philips, George A. - 1997

Persistent link: https://www.econbiz.de/10000319155

Pricing convertible bonds

Connolly, Kevin B. - 1998

Persistent link: https://www.econbiz.de/10000656434

Asymmetric information and financing with convertibles

Chakraborty, Archishman (contributor); … - 2005 - Rev.

Persistent link: https://www.econbiz.de/10003726396

Convertible bond arbitrage

Stefanini, Filippo - 2008

Persistent link: https://www.econbiz.de/10003765081

Convertible bond hedging

Buchan, Jane - In: Market neutral strategies, (pp. 47-57). 2005

Persistent link: https://www.econbiz.de/10002506270

Valuing callable convertible bonds : a reduced approach

André-Le Pogamp, Florence; Moraux, Franck - In: Applied financial economics 14 (2004) 10, pp. 743-749

Persistent link: https://www.econbiz.de/10002111060

The strategic use of convertible debt in "deep pocket" predatory games

Gottesman, Aron A. - In: The American economist : journal of Omnicron Delta … 48 (2004) 1, pp. 50-60

Persistent link: https://www.econbiz.de/10002113493

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