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, de...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Elsevier B.V.
2018
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/24364/ http://doi.org/10.1016/j.jbankfin.2018.05.006 |
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| Institution: | Universiti Utara Malaysia |