Anatomy of option features in convertible Bonds
Article Abstract:
The impact of the soft call and hard call constraints, notice period requirement and other factors on the optimal issuer's calling policy is examined. The critical stock price at which the issuer should optimally call the convertible bond depends quite sensibly on these constraints and requirements.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
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Regulatory changes and information competition: the case of Taiwan index futures
Article Abstract:
The cross-border competition in price discovery between the Taiwan Futures Exchange (TAIFEX) and the Singapore Exchange Derivatives Trading (SGX) is examined. The information role of TAIFEX was enhanced by the reduction in the futures transferring tax.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
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Target redemption notes
Article Abstract:
The models of a closed form valuation formulae for the evaluation of target redemption notes are presented.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
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