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Essays On Contingent Claims
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Book Synopsis Three Essays on Contingent Claims by : Jamil Baz
Download or read book Three Essays on Contingent Claims written by Jamil Baz and published by . This book was released on 1995 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Contingent Claims Pricing by : Anlong Li
Download or read book Three Essays on Contingent Claims Pricing written by Anlong Li and published by . This book was released on 1992 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Contingent Claims Analysis by : Kenneth F. McKay
Download or read book Essays in Contingent Claims Analysis written by Kenneth F. McKay and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Contingent Claims Pricing by : David Lando
Download or read book Three Essays on Contingent Claims Pricing written by David Lando and published by . This book was released on 1994 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Five Essays on the Pricing of Contingent Claims by : Leif B. G. Andersen
Download or read book Five Essays on the Pricing of Contingent Claims written by Leif B. G. Andersen and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Contingent Claims by : Arjuna Indraeswaran Rajasingham
Download or read book Essays in Contingent Claims written by Arjuna Indraeswaran Rajasingham and published by . This book was released on 1989 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Contingent Claims Pricing by : Jesper Andreasen
Download or read book Essays on Contingent Claims Pricing written by Jesper Andreasen and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Valuation of Contingent Claims by : In Joon Kim
Download or read book Essays on the Valuation of Contingent Claims written by In Joon Kim and published by . This book was released on 1987 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Contingent Claims Pricing Subject to Credit Risk by :
Download or read book Essays on Contingent Claims Pricing Subject to Credit Risk written by and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation includes three essays, which investigate contingent claims pricing subject to credit risk based on the structural approach and analyze associated issues of corporate finance. The first essay develops and examines a partial equilibrium model to investigate the effects of macroeconomic condition and firm-level productivity shocks on the determination of optimal debt ratio. The model extends the contingent-claims models of the firm's capital structure by incorporating both the industry demand and firm-level supply factors into the firm's earnings and unlevered asset value. Our model predicts that the optimal debt ratio is negatively correlated to the macroeconomic conditions and the firm-level productivity. Furthermore, the theoretical implications are totally supported by the pooled feasible generalized least squares estimation with 311 Taiwanese listed manufacturing firms' quarterly data over the period from 1994 to 2003. The differences between the high-tech electronics and other manufacturing firms are also investigated, and particularly the high-tech firms are not tied up with the macroeconomic conditions while the others are. The second essay presents a contingent claim valuation of a callable convertible bond with the issuer's credit risk. The optimal call, voluntary conversion and bankruptcy strategies are jointly determined by shareholders and bondholders to maximize the equity value and the bond value, respectively. Our model not only incorporates tax benefits, bankruptcy costs, refunding costs and a call notice period, but also takes account of the issuer's debt size and structure. The numerical results show that the predicted optimal call policies are generally consistent with recent empirical findings; therefore calling convertible bonds too late or too early can be rational. The third essay provides a closed-form valuation formula for the Black-Scholes options subject to interest rate risk and credit risk. Not only does our model allow f.
Book Synopsis Essays on contingent claims pricing by : Krister Rindell
Download or read book Essays on contingent claims pricing written by Krister Rindell and published by . This book was released on 1994 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Contingent Claims by : Gonzalo Cortazar
Download or read book Essays on Contingent Claims written by Gonzalo Cortazar and published by . This book was released on 1992 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Two Essays in the Theory of Competitive Markets for Contingent Claims by : Susan Ellen Woodward
Download or read book Two Essays in the Theory of Competitive Markets for Contingent Claims written by Susan Ellen Woodward and published by . This book was released on 1979 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Valuation Problems of Contingent Claims by : Akihiko Takahashi
Download or read book Essays on the Valuation Problems of Contingent Claims written by Akihiko Takahashi and published by . This book was released on 1995 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on credit rationing using contingent claims analysis by : Roland Clairmonte Craigwell
Download or read book Essays on credit rationing using contingent claims analysis written by Roland Clairmonte Craigwell and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Contingent Claim Pricing by : Zhiqiang Sun (Ph. D.)
Download or read book Essays on Contingent Claim Pricing written by Zhiqiang Sun (Ph. D.) and published by . This book was released on 2003 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Five Essays on Contingent Claim Valuation by : Bjarke Jensen
Download or read book Five Essays on Contingent Claim Valuation written by Bjarke Jensen and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Contingent Claim Pricing by : Jesper Fredborg Andreasen
Download or read book Essays on Contingent Claim Pricing written by Jesper Fredborg Andreasen and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: