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subject:"Option pricing theory"
~isPartOf:"Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"USA"
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Search: subject_exact:"Wandelschuldverschreibung"
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Option pricing theory
USA
Convertible bond
14
Wandelanleihe
14
Theorie
11
Theory
11
Optionspreistheorie
5
CAPM
3
Credit risk
3
Financial analysis
3
Finanzanalyse
3
Hedging
3
Kreditrisiko
3
Yield curve
2
Zinsstruktur
2
Aktie
1
Aktienoption
1
Anleihe
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Capital structure
1
Corporate bond
1
Derivat
1
Derivative
1
Estimation
1
Kapitalstruktur
1
Optionsanleihe
1
Public bond
1
Risiko
1
Risk
1
Schätzung
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Share
1
Stock option
1
United States
1
Unternehmensanleihe
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1
Öffentliche Anleihe
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German
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Ammann, Manuel
1
De Spiegeleer, Jan
1
Garbade, Kenneth D.
1
Hölscher, Reinhold
1
Lu, Ling
1
Schoutens, Wim
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Seiz, Ralf
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Xu, Wei
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Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of financial economics
9
The journal of corporate finance : contracting, governance and organization
6
The journal of finance : the journal of the American Finance Association
6
International journal of theoretical and applied finance
5
Journal of banking & finance
5
International review of economics & finance : IREF
4
Journal of financial and quantitative analysis : JFQA
4
The review of financial studies
4
Derivatives & financial instruments
3
Journal of derivatives & hedge funds
3
Quantitative finance
3
The journal of business : B
3
The journal of financial research
3
The journal of fixed income
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working papers on finance
3
Advances in financial planning and forecasting
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Financial analysts' journal : FAJ
2
Financial markets, institutions & instruments
2
Gabler Edition Wissenschaft
2
International journal of financial engineering
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial engineering
2
Journal of financial intermediation
2
Journal of risk
2
Quarterly journal of business and economics : QJBE
2
Schmalenbach business review : sbr
2
SpringerLink / Bücher
2
The European journal of finance
2
The international journal of business and finance research : IJBFR
2
The journal of applied business research
2
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of finance
1
Applied financial economics
1
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A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
Saved in:
2
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
3
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
4
Die Bewertung von Wandelanleihen : unter besonderer Berücksichtigung der Daimler-Benz-Wandelanleihe 1997/2002 mit Pflichtwandlung am Ende der Laufzeit
Hölscher, Reinhold
- In:
Die Unternehmung : Swiss journal of business research …
53
(
1999
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10001389662
Saved in:
5
Managerial discretion and contingent valuation of corporate securities
Garbade, Kenneth D.
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10001432453
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