Valuation and optimal strategies of convertible bonds
Article Abstract:
Model to analytically valuate callable and noncallable convertible bonds, is described. The optimal strategies for call, voluntary conversion, and bankruptcy are determined.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
United States, Convertible bonds
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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The valuation of European options when asset returns are autocorrelated
Article Abstract:
A method of valuation of European options on an asset which has autocorrelated returns is presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
Europe, Asset & Risk Management, Asset Accounting, Options (Finance), Return on investment, Assets (Accounting), Rate of return
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Pricing models of equity swaps
Article Abstract:
The authors provide a variable model for pricing domestic and international equity swaps.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Commodity & service prices, World, Prices and rates, Swaps (Finance), Company pricing policy
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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Subjects list: Analysis, Valuation
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