๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The valuation of convertible bonds with numeraire changes

โœ Scribed by Hai-lin Zhou; Shou-yang Wang

Book ID
106301386
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2010
Tongue
English
Weight
212 KB
Volume
26
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Valuation and optimal strategies of conv
Valuation and optimal strategies of convertible bonds
โœ Szu-Lang Liao; Hsing-Hua Huang ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 230 KB

This article presents a contingent claim valuation of a callable convertible bond with the issuer's credit risk. The optimal call, voluntary conversion, and bankruptcy strategies are jointly determined by shareholders and bondholders to maximize the equity value and the bond value, respectively. Thi

The valuation of inflation-indexed and F
The valuation of inflation-indexed and FX convertible bonds
โœ Yoram Landskroner; Alon Raviv ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 247 KB

## Abstract This paper derives a valuation model of inflationโ€indexed convertible bonds that incorporates the firm's stock price, inflation indexing and the firm's credit risk. The pricing of inflationโ€indexed convertible bonds traded on the Telโ€Aviv Stock Exchange (TASE) was empirically tested by

Risk Changes around Calls of Convertible
Risk Changes around Calls of Convertible Bonds
โœ Luis Garcรญa-Feijรณo; Scott Beyer; Robert R. Johnson ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 126 KB