Pricing convertible bonds
Convertible bonds are an important segment of the corporate bond market although their pricing is compromised by the presence of complex option features and difficulty in measuring the risk factors needed as inputs to standard valuation models. Using a unique sample of pure U.S. convertible bonds, d...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Elsevier
2018
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/22334/ https://doi.org/10.1016/j.jbankfin.2018.05.006 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Malaya |