CONTINGENT-CLAIMS VALUATION OF CONVERTIBLE SECURITIES

被引:226
|
作者
INGERSOLL, JE [1 ]
机构
[1] UNIV CHICAGO,CHICAGO,IL 60637
关键词
D O I
10.1016/0304-405X(77)90004-6
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:289 / 322
页数:34
相关论文
共 50 条
  • [1] Valuation of contingent-claims characterising particular pension schemes
    Bacinello, AR
    INSURANCE MATHEMATICS & ECONOMICS, 2000, 27 (02): : 177 - 188
  • [2] Valuation and analysis of contingent convertible securities with jump risk
    Yang, Zhaojun
    Zhao, Zhiming
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2015, 41 : 124 - 135
  • [3] VALUATION OF CONVERTIBLE SECURITIES
    BAUMOL, WJ
    MALKIEL, BG
    QUANDT, RE
    QUARTERLY JOURNAL OF ECONOMICS, 1966, 80 (01): : 48 - 59
  • [4] THE CONTINGENT-CLAIMS APPROACH TO INVESTMENT DECISIONS
    CHUNG, KH
    DECISION SCIENCES, 1993, 24 (06) : 1215 - 1221
  • [5] THE CONTINGENT-CLAIMS ARMS-RACE
    LOCHOFF, R
    JOURNAL OF PORTFOLIO MANAGEMENT, 1993, 20 (01): : 88 - 92
  • [6] FEATURES OF ISSUE BANKING CONTINGENT CONVERTIBLE SECURITIES
    Kravchuk, I. S.
    FINANCIAL AND CREDIT ACTIVITY-PROBLEMS OF THEORY AND PRACTICE, 2018, 2 (25): : 36 - 46
  • [7] Capital Structure Models and Contingent Convertible Securities
    Meng, Di
    Metzler, Adam
    Reesor, R. Mark
    RISKS, 2024, 12 (03)
  • [8] Simulation-Based Estimation of Contingent-Claims Prices
    Phillips, Peter C. B.
    Yu, Jun
    REVIEW OF FINANCIAL STUDIES, 2009, 22 (09): : 3669 - 3705
  • [9] The market value of preventive activities: A contingent-claims approach
    Eeckhoudt, L
    Godfroid, P
    JOURNAL OF ECONOMICS-ZEITSCHRIFT FUR NATIONALOKONOMIE, 1998, 68 (01): : 27 - 38
  • [10] A contingent-claims approach to the inventory-stocking decision
    Stowe, JD
    Su, T
    FINANCIAL MANAGEMENT, 1997, 26 (04) : 42 - +