Thoracic 发表于 2025-3-21 18:03:13

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gonioscopy 发表于 2025-3-21 22:38:48

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Modicum 发表于 2025-3-22 00:24:07

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烧烤 发表于 2025-3-22 08:06:00

Conclusion, option with the firm value as the underlying. Its arbitrage- free value is determined under the assumption of a block conversion, i.e. all convertible bond holders convert all their bonds simultaneously. Technically, the valuation problem is solved as a free boundary problem with a high contact condition where applicable.

浮夸 发表于 2025-3-22 11:32:38

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胆大 发表于 2025-3-22 13:20:57

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orient 发表于 2025-3-22 18:57:10

General Framework for the Analysis of Convertible Bonds,e convertible bonds have numerous complex characteristics, as presented in the previous chapter, we must select the components of the model set up carefully. Our purpose is to build a framework that accounts for all major parameters, on the one hand, but that also abstracts from minor ones obstructi

Thyroid-Gland 发表于 2025-3-23 00:53:23

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无情 发表于 2025-3-23 02:57:37

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MOT 发表于 2025-3-23 09:34:23

Comparison of the Results for the three Conversion Variants,rimarily depend on the underlying conversion variant. As a consequence, the magnitude of the conversion volume and the corresponding values can differ substantially if another conversion variant is assumed. In this section, we first . compare the different properties of both the conversion volume an
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查看完整版本: Titlebook: Valuation of Convertible Bonds when Investors Act Strategically; Christian Koziol Book 2004 Deutscher Universitäts-Verlag/GWV-Fachverlage