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subject:"Option pricing theory"
~accessRights:"restricted"
~subject:"Announcement effect"
~subject:"Theorie"
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Option pricing theory
Announcement effect
Theorie
Convertible bond
154
Wandelanleihe
154
Theory
47
Optionspreistheorie
29
Capital structure
26
Kapitalstruktur
26
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20
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
7
The journal of corporate finance : contracting, governance and organization
7
International review of financial analysis
4
The European journal of finance
4
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3
International journal of financial engineering
3
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3
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3
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1
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1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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ECONIS (ZBW)
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1
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
2
The price of money : the reserves convertibility premium over the term structure
Nyborg, Kjell
;
Woschitz, Jiri
-
2023
Persistent link: https://www.econbiz.de/10014329295
Saved in:
3
Pricing contingent convertibles with idiosyncratic risk
Wang, Xiaolin
;
Yang, Zhaojun
;
Zeng, Pingping
- In:
International journal of economic theory
19
(
2023
)
3
,
pp. 660-693
Persistent link: https://www.econbiz.de/10014335574
Saved in:
4
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
5
Covenants in convertible bonds : boon or boilerplate?
Dutordoir, Marie
;
Pappas, Kostas
;
Xu, Alice Liang
; …
- In:
The journal of corporate finance : contracting, …
80
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014365084
Saved in:
6
Contingent claims analysis in corporate finance
Crouhy, Michel
;
Galai, Dan
;
Wiener, Zvi
- In:
Options - 45 years since the publication of the …
,
(pp. 495-520)
.
2023
Persistent link: https://www.econbiz.de/10014366691
Saved in:
7
Motives and market reactions to convertible bonds and bonds with warrants issuance in an emerging market
Kim, Woo Sung
;
Oh, Sekyung
;
Kiymaz, Halil
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2449-2474
Persistent link: https://www.econbiz.de/10014327537
Saved in:
8
Callable or convertible debt? : the role of debt overhang and covenants
Flor, Christian Riis
;
Petersen, Kirstine Boye
; …
- In:
The journal of corporate finance : contracting, …
78
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014251924
Saved in:
9
Firms' financial structure with contingent convertible debt, risky debt and multiple growth options
Triki, Ons
;
Abid, Fathi
- In:
China finance review international
13
(
2023
)
2
,
pp. 230-262
Persistent link: https://www.econbiz.de/10014312368
Saved in:
10
Pricing callable-puttable convertible bonds with an integral equation approach
Lin, Sha
;
Zhu, Song-Ping
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1856-1911
Persistent link: https://www.econbiz.de/10013465827
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