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Optimal policies of call with notice period requirement
Dai, Min; Kwok, Yue-Kuen - In: Asia-Pacific financial markets 12 (2005) 4, pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
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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
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Decomposing and valuing the callable convertible bonds : a new method based on exotic options
Zhou, Qi-yuan (contributor); Wu, Chong-feng (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526045
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Convertible bonds : default risk and uncertain volatility
Huang, Haishi - 2010
Within a default intensity approach we discuss the optimal exercise of the callable and convertible bonds. Pricing bounds for convertible bonds are derived in an uncertain volatility model, i.e. when the volatility of the stock price process lies between two extreme values.
Persistent link: https://www.econbiz.de/10003961055
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Convert-to-surrender bonds : a proposal of how to reduce risk-taking incentives in the banking system
Berg, Tobias; Kaserer, Christoph - 2011 - This version: February 2011
Persistent link: https://www.econbiz.de/10009355832
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Risk changes around calls of convertible bonds
García-Feijóo, Luis; Beyer, Scott; Johnson, Robert R. - In: The financial review : the official publication of the … 45 (2010) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10009374251
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Adverse selection and convertible bonds
Chakraborty, Archishman; Yılmaz, Bilge - In: The review of economic studies 78 (2011) 1, pp. 148-175
Persistent link: https://www.econbiz.de/10009162042
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Tax treatment of contingent convertible bonds
Jolly, Guillaume - In: Derivatives & financial instruments 13 (2011) 3, pp. 115-117
Persistent link: https://www.econbiz.de/10009306876
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Tax treatment of contingent convertible bonds
Krause, M. - In: Derivatives & financial instruments 13 (2011) 3, pp. 113-114
Persistent link: https://www.econbiz.de/10009306877
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Tax treatment of contingent convertible bonds
Stuttaford, Dominic; James, Andrew - In: Derivatives & financial instruments 13 (2011) 3, pp. 107
Persistent link: https://www.econbiz.de/10009306884