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The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools
Larcher, Gerhard - 2023
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of …
Persistent link: https://www.econbiz.de/10014239929
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Mitigating risk incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi; Yu, Mei; Inoue, Hiroshi - In: Journal of financial engineering 1 (2014) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10010508012
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A simple and precise method for pricing convertible bond with credit risk
Xiao, Tim - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 259-277
Persistent link: https://www.econbiz.de/10010259401
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A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr; Fan, Chen-Chiang; Liu, Liang-Chih; … - In: The journal of futures markets 42 (2022) 12, pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
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Early option exercise : never say never
Pedersen, Lasse Heje; Jensen, Mads Vestergaard - 2015
Persistent link: https://www.econbiz.de/10011441359
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Early option exercise : never say never
Jensen, Mads Vestergaard; Pedersen, Lasse Heje - In: Journal of financial economics 121 (2016) 2, pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
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Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur
André-Le Pogamp, Florence; Moraux, Franck - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10001771585
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Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L. (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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Short sales, price pressure, and the stock price response to convertible bon calls
Bechmann, Ken L. - In: Journal of financial markets 7 (2004) 4, pp. 427-451
Persistent link: https://www.econbiz.de/10002250779
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The tax (dis)advantage of a firm issuing options on its own stock
McDonald, Robert L. - In: Journal of public economics 88 (2004) 5, pp. 925-955
Persistent link: https://www.econbiz.de/10001869463