Convertible bond pricing models

Convertible bonds are an important segment of the corporate bond market, with worldwide out standings approaching US$235 billion.Simple pricing models value a convertible bond as being equivalent to a straight bond with an embedded option that enables the bond holder to convert to a specific amount...

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書目詳細資料
Main Authors: Batten, Jonathan A., Khaw, Lee-Hwei, Young, Martin R.
格式: Article
出版: John Wiley & Sons 2013
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