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subject:"Option pricing theory"
~accessRights:"restricted"
~subject:"Deutschland"
~subject:"Wandelschuldverschreibung"
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Option pricing theory
Deutschland
Wandelschuldverschreibung
Convertible bond
154
Wandelanleihe
154
Theorie
47
Theory
47
Optionspreistheorie
29
Capital structure
26
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26
Convertible bonds
20
Basel Accord
17
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Bank risk
16
Bankrisiko
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Börsenkurs
15
Share price
15
Credit risk
14
Fremdkapital
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Börsengang
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USA
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Arbitrage
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9
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9
Welt
9
World
9
Ankündigungseffekt
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8
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2
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Rheinische Friedrich-Wilhelms-Universität Bonn
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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1
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:
2
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:
3
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
4
Why do firms issue callable convertible bonds? : a critique of the “backdoor equity financing” theory
Burlacu, Radu
;
Jimenez-Garcès, Sonia
- In:
Journal of banking & finance
144
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013538879
Saved in:
5
A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Chang, Hao-Han
;
Zhou, Lei
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918
Saved in:
6
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
7
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
8
Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu
;
Xu, Wei
;
Yuan, George
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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9
CoCo-Bonds : Praxis und Dogmatik bedingter Pflichtwandelanleihen
Gohling, Stefan
-
2019
Persistent link: https://www.econbiz.de/10012061574
Saved in:
10
Valuation of contingent convertible catastrophe bonds : the case for equity conversion
Burnecki, Krzysztof
;
Giuricich, Mario Nicoló
; …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 238-254
Persistent link: https://www.econbiz.de/10012105571
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