Valuation and optimal strategies of convertible bonds

Article Abstract:

Model to analytically valuate callable and noncallable convertible bonds, is described. The optimal strategies for call, voluntary conversion, and bankruptcy are determined.

United States, Convertible bonds

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The valuation of European options when asset returns are autocorrelated

Article Abstract:

A method of valuation of European options on an asset which has autocorrelated returns is presented.

Europe, Asset & Risk Management, Asset Accounting, Options (Finance), Return on investment, Assets (Accounting), Rate of return

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Pricing models of equity swaps

Article Abstract:

The authors provide a variable model for pricing domestic and international equity swaps.

Commodity & service prices, World, Prices and rates, Swaps (Finance), Company pricing policy

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