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Simulation-based pricing of convertible bonds

✍ Scribed by Manuel Ammann; Axel Kind; Christian Wilde

Book ID: 116641605
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 487 KB
Volume: 15
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2006.06.008

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## Abstract Several earlier theoretical studies on the optimal issuer's calling policy of a convertible bond suggest that the issuer should call the bond as soon as the conversion value exceeds the call price. However, empirical studies on actual cases of calling by convertible bond issuers reveal