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Author : Richard Downes
Publisher :
ISBN 13 :
Total Pages : 142 pages
Book Rating : 4.:/5 (318 download)
Download or read book Japanese Equity Warrants written by Richard Downes and published by . This book was released on 1990 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher M. Mitchinson
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (133 download)
Download or read book Japanese Equity Warrants written by Christopher M. Mitchinson and published by . This book was released on 1989 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. H. Kevin Chang
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (845 download)
Download or read book Pricing Inefficiencies in Japanese Equity Warrant Markets written by P. H. Kevin Chang and published by . This book was released on 1992 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Madis Senner
Publisher :
ISBN 13 :
Total Pages : 156 pages
Book Rating : 4.3/5 (91 download)
Download or read book Japanese Euroderivatives written by Madis Senner and published by . This book was released on 1989 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kevin Connolly
Publisher : Palgrave Macmillan
ISBN 13 : 9780333569856
Total Pages : 228 pages
Book Rating : 4.5/5 (698 download)
Download or read book Japanese Warrant Markets written by Kevin Connolly and published by Palgrave Macmillan. This book was released on 1992-08-24 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This market is the largest and most liquid-call type derivative in the world. Philips and Connolly intend to clarify definitions and discuss why the warrant is so important to the institutional investor. The authors consider its versatility and the implications for profit from the tremendous volatility in this market.
Author : Kevin Connolly
Publisher :
ISBN 13 : 9781561590346
Total Pages : 228 pages
Book Rating : 4.5/5 (93 download)
Download or read book Japanese Warrant Markets written by Kevin Connolly and published by . This book was released on 1992-01-01 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : George A. Philips
Publisher :
ISBN 13 : 9780946559497
Total Pages : 222 pages
Book Rating : 4.5/5 (594 download)
Download or read book Japanese Warrants written by George A. Philips and published by . This book was released on 1989-01-01 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Terry Marsh
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Why Doesn't the Black-Scholes Model Fit Japanese Warrants and Convertible Bonds? written by Terry Marsh and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we investigate the systematic departures of traded prices of Japanese equity warrants and convertible bonds from their theoretical Black-Scholes values. We briefly consider transactions costs and the dilution adjustment as potential explanations of the discrepancy between price and value, showing that they can, in principle, explain some of the discrepancy. However, our major focus is on shifts in volatility of the prices of the underlying stocks as a function of the stock price changes; such shifts are not taken into account in the Black-Scholes values. We assume that the pseudo-probability distributions of prices of stocks of cross-sections of companies which are roughly similar in size are identical. This simple assumption (which can be generalized) enables us to infer the implied probability distribution and binomial tree for stock price changes using the Derman and Kani (1994), Dupire (1994), Rubinstein (1994), and Shimko (1993) approach. The cross-section of warrant prices implies an inverse volatility smile and a positively skewed probability density for stock prices. Rubinstein's identifying assumptions generate an implied binomial tree in which the relative size of up-steps and down-steps, and thus volatility, changes systematically as stock prices change. We briefly consider potential explanations for the implied behavior, and for the difference in the smile pattern between index options and the warrants and convertibles.
Author : Jack Clark Francis
Publisher : John Wiley & Sons
ISBN 13 : 9780471326038
Total Pages : 742 pages
Book Rating : 4.3/5 (26 download)
Download or read book The Handbook of Equity Derivatives written by Jack Clark Francis and published by John Wiley & Sons. This book was released on 1999-11-08 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aktienderivate gehören zu den populärsten Derivatprodukten, die von institutionellen Anlegern gehandelt werden. Ein Aktienderivat ist ein Future oder eine Option auf Aktien oder Aktienindices. Zu den traditionellen Aktienderivaten gehören Optionsscheine, Optionen, Futures und Aktienindexfutures. Das "Handbook of Equity" ist eine vollständige und umfassende Überarbeitung des ersten und einzigen Buches zu diesem Thema. Herausgegeben von führenden Köpfen der Branche - darunter Nobelpreisträger Fischer Black, John Braddock und Mark Rubenstein - enthält es wichtige neue Informationen zu Aktienindexfutures und -optionen und erweitert die mathematische Diskussion um das Black & Scholes-Modell. (11/99)
Author : Hoje Jo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Usage of Convertible and Warrant Bonds by Japanese Firms written by Hoje Jo and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the risk-shifting and delayed equity explanations for Japanese firms using convertible securities in their financing mix. The popularity of equity-linked debt instruments in Japan where institutional arrangements mitigate the incentives to transfer wealth from bondholders to stock holders seems inconsistent with the risk-shifting explanation. Also the probability of choosing convertible securities over common equity is not positively related to the potential to transfer wealth from the bondholders to the stockholders. Similar results are obtained when we examine convertible debt ratios. However, we find evidence consistent with Stein's (1992) argument that firms use convertibles to delay equity when they have favorable information about the firm. The price increases preceding and following convertible issues and convertible usage are positively related to offering size and growth opportunities as predicted by Stein (1992). Overall, our findings support the delayed-equity explanation for Japanese firms issuing convertibles, but provide little support for the risk- shifting hypothesis.
Author : Mitsuru Misawa
Publisher : World Scientific Publishing Company
ISBN 13 : 9813106743
Total Pages : 464 pages
Book Rating : 4.8/5 (131 download)
Download or read book Current Business and Legal Issues in Japan's Banking and Finance Industry written by Mitsuru Misawa and published by World Scientific Publishing Company. This book was released on 2006-09-01 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is one of the few books written in English by a Japanese author with expertise in finance, law and business. The book presents issues pertaining to the three areas from Japan's and US viewpoints, and is based on ten articles, published in reputable journals, on current issues in finance and law in Japan. It includes additional comments on Japan's banking and finance industry. The book contains a number of citations which will help readers understand more about Japanese law and finance. It also serves as a reference source for people outside Japan interested in Japanese law and finance. This book will be of interest to businessmen, accountants and lawyers who wish to know more about the second largest economy in the world.
Author : Ajay Dravid
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (318 download)
Download or read book Options on Two Risky Assets written by Ajay Dravid and published by . This book was released on 1991 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peregrine Aldred
Publisher :
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.0/5 ( download)
Download or read book Convertibles and Warrants written by Peregrine Aldred and published by . This book was released on 1987 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. Beason
Publisher : Springer
ISBN 13 : 0230508219
Total Pages : 315 pages
Book Rating : 4.2/5 (35 download)
Download or read book The Political Economy of Japanese Financial Markets written by R. Beason and published by Springer. This book was released on 1999-01-19 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors examine various aspects of Japanese financial markets. This analysis is interspersed with the relevant institutional/historical background on Japanese financial markets necessary for the non-specialist. Principal chapters include: an institutional overview, a chapter on comparative cost of capital (both internationally and among Japanese firms); causes and implications of the high degree of financial intermediation in Japan and an invaluable analysis of the most recent trends in the Japanese/Asian financial markets.
Author : Mitsuru Misawa
Publisher : World Scientific Publishing Company
ISBN 13 : 9813107693
Total Pages : 596 pages
Book Rating : 4.8/5 (131 download)
Download or read book Current Business And Legal Issues In Japan's Banking And Finance Industry (2nd Edition) written by Mitsuru Misawa and published by World Scientific Publishing Company. This book was released on 2011-04-20 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the 2nd edition of the author's earlier book with the same title. It contains additional five chapters that are added to reflect the most recent changes in the economy and law in Japan.At a time when foreign interest in the current Japanese market and economy is significant and becoming increasingly prominent, Japanese corporate behavior and practices are two potentially confusing areas for international businessmen, accountants and lawyers. This book features numerous insights into Japanese perspectives on finance, law and business, based on the author's expertise in these three areas. As the data provided in this book is pertinent to understanding Japanese laws and business practices, this text will be of great interest to foreign companies aspiring to be successful in Japan./a
Author : Masahiro Kawai
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (318 download)
Download or read book Japanese Investment in Foreign Securities in the 1980s written by Masahiro Kawai and published by . This book was released on 1991 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 145193890X
Total Pages : 120 pages
Book Rating : 4.4/5 (519 download)
Download or read book 1993 World Economic and Financial Surveys written by International Monetary Fund and published by International Monetary Fund. This book was released on 1993-01-01 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses systematic issues in international finance explained in the International Capital Markets report. The paper describes that the nature and extent of recent banking problems in several industrial countries along with the policy responses to those problems. It is observed that balance sheet problems in banking are widespread among the major industrial countries. The paper also analyses recent activity in the European currency unit bond and exchange markets, and reviews developments in the private financing of developing countries and discusses several issues raised by the recent experience, including the broadening of the investor base for developing country securities, the special role played by regional financial centers in East and Southeast Asia, and the systemic implications of the evolving pattern of developing country financing. A key influence on international capital movements in recent years was the rising international diversification of investment portfolios, which is generally believed to have increased in response to the liberalization of exchange and capital controls in many industrial countries in the 1970s and 1980s.
