[PDF] Top 20 The Pricing of Convertible Bonds with a Call Provision
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The Pricing of Convertible Bonds with a Call Provision
... the call provision, to avoid the loss due to stock price soaring and market interest ...The call provisioncan accelerate the conversion process and relieve the company’s financial ... See full document
7
Simulation for Callable Convertible Discount Bonds with Monte Carlo Method
... securities pricing characteristics and easy to deal with the realistic characteristics of discrete coupon dividends, path dependence and other convertible ...the pricing of convertible ... See full document
5
Determinants of Profitability of Sweet Potato Production in Camarines Sur, Philippines
... the pricing system for sweet potato through the formation of production clusters to improve their market opportunities; provision of seminars and workshops on product development; provision of ... See full document
6
I'M Information Market Issue No 51 March April 1988
... tarification and pricing principles of information service and database provision by the public sector market support and development by the public sector The Commission guidelines will [r] ... See full document
14
TWO ESSAYS ON NONBANK FINANCIAL INSTITUTIONS
... Performance pricing is a dummy variable equal to one if the loan package contains a performance pricing provision, and zero otherwise; Sweep Provision is a dummy variable equal to one if the ... See full document
134
A Summary of Literature: Convertible Bond Issue Announcement Effect
... on convertible bonds has a long history and are relatively comprehensive which benefit from the mature capital market in developed capitalist countries ...Besides, convertible bonds exist ... See full document
6
Is the Jump Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
... asset pricing (see Hull (2003)) and thereby the expectation of a risk-free 2 asset grows at the risk-free interest rate, we are not convinced that the expected rate of return on a defaultable asset must be also ... See full document
38
Convertible bonds from the investment and financing perspectives : a thesis presented in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, Palmerston North, New Zealand
... Subsamples Identified by the Conversion Terms .................................... 87 Table 3.7 Market Data for the Sample and Subsamples by Subperiods .................. 90 Table 3.8 Mean Comparison for the Market Data ... See full document
15
Convertible bond valuation in a jump diffusion setting with stochastic interest rates
... corporate bonds that can be converted into shares of the issuing firm at the bond- holder’s discretion; these instruments represent a pricing challenge because of their hybrid nature and their complex ... See full document
24
A Variational Inequality from Pricing Convertible Bond
... debt bonds and equity shares of stock. The convertible bond is intermediate between these two instruments, which entitles its owner to receive coupons plus the return of principle at ...may call the ... See full document
21
Tweets About Tornado Warnings: A Spatiotemporal And Content Analysis
... including call, put, and redemption ...of call options; non-callable, callable but not enforcible for three or more years, or callable and enforcible within three ...a convertible bond callable ... See full document
161
Improved Variance Reduced Monte Carlo Simulation of in the Money Options
... in-the-money call/put option could be conducted more efficiently by pricing the corresponding out-of-the-money put/call option with importance sampling and then calculating the desired option price ... See full document
8
The Effect of Bonds Rating, Profitability, Leverage, and Firm Size on Yield to Maturity Corporate Bonds
... (2003) bonds are long-term debt instruments that indicate that a company has borrowed a certain amount of money and promises to pay it in the future with conditions that have been determined, namely maturity time, ... See full document
10
Consumers’ Psychology Towards Pricing of A Product With Special Refernce to Shopping Malls
... Consumers do not always choose the lowest priced product in a category, such as shoes, cars or wine even when the products are similar. One explanation of this based upon research, is that we infer quality information ... See full document
7
A closed-form formula for pricing bonds between coupon payments
... However, bonds may be traded at any time before maturity, and should the transaction date fall between two coupon payments, the new buyer will receive the full interest payment at the next coupon ... See full document
16
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
... (2005) for the numerically pricing callable bonds with notice. Recently, a dynamic programming approach was proposed by Ben-Ameur et al. in [6] (2007) for numeri- cally pricing options embedded in ... See full document
5
Valuation of European Call Options Using Wavelet-Based Pricing Model and Black-Scholes Pricing Model
... The approximation of the implied risk-neutral MGF of the underlying security (asset) returns was focused by developing a non -parametric option pricing model called Wavelet model [4]. In comparison between the ... See full document
7
Call Admission Control and Dynamic Pricing in a GSM/GPRS Cellular Network
... GPRS call can be allocated four GPRS channels if they are ...incoming call could be given all the GPRS channels of the cell. Another GPRS call, arriving immediately after this call, would ... See full document
109
Taxing Convertible Debt
... Taxing Convertible Debt SMU Law Review Volume 56 | Issue 1 Article 17 2003 Taxing Convertible Debt Jeff Strnad Follow this and additional works at https //scholar smu edu/smulr This Article is brought[.] ... See full document
55
Pricing Call Warrant by Using Binomial Model and Historical Volatility
... In pricing the call warrants, historical volatility was calculated first since it cannot directly gained from the market information. There are many different measures of historical volatility which can use ... See full document
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