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Anatomy of option features in convertible Bonds

Article Abstract:

The impact of the soft call and hard call constraints, notice period requirement and other factors on the optimal issuer's calling policy is examined. The critical stock price at which the issuer should optimally call the convertible bond depends quite sensibly on these constraints and requirements.

Author: Lau, Ka Wo, Kwok, Yue Kuen
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
United States, Analysis, Options (Finance), Convertible bonds

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Regulatory changes and information competition: the case of Taiwan index futures

Article Abstract:

The cross-border competition in price discovery between the Taiwan Futures Exchange (TAIFEX) and the Singapore Exchange Derivatives Trading (SGX) is examined. The information role of TAIFEX was enhanced by the reduction in the futures transferring tax.

Author: Wen-Liang Gideon Hsieh
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
Taiwan, Management dynamics, Management, Company business management, Taiwan Futures Exchange

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Target redemption notes

Article Abstract:

The models of a closed form valuation formulae for the evaluation of target redemption notes are presented.

Author: Kwok, Yue Kuen, Chu, Chi Chiu
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
China, Canada, Usage, Evaluation, Financial instruments, Mathematics, Econometric models, Formulas (Mathematics)

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Subjects list: Forecasts and trends, Market trend/market analysis, Stock price indexes
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