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Exchangeable Convertible Bond Valuation
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Corporations--Valuation
Item Type:
Essay
Tag(s):
convertible bond
,
exchangeable
Search term matches:
Title
... Exchangeable
Convertible
Bond
Valuation ...
Tag
...
convertible
bond
...
Full Text
... Exchangeable
Convertible
Bond
Valuation A
convertible
bond
issuer pays periodic coupons ...
Hull-White Convertible Bond Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Pricing
Item Type:
Essay
Tag(s):
convertible bond
,
hull white model
Search term matches:
Title
... Hull-White
Convertible
Bond
Model ...
Tag
...
convertible
bond
...
Full Text
... Hull-White
Convertible
Bond
Model The Hull-White
convertible
bond
pricing model assumes ...
Three Factor Convertible Bond Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Derivative securities
Item Type:
Essay
Tag(s):
convertible bond
,
bond valuation
Search term matches:
Title
... Three Factor
Convertible
Bond
Model ...
Tag
...
convertible
bond
...
Full Text
... Three Factor
Convertible
Bond
Analytics The owner of a
convertible
bond
(CB) receives periodic ...
Reverse Convertible Autocallable Swap or Bond Valuation
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
reverse convertible swap
,
reverse convertible bond
Search term matches:
Tag
... reverse
convertible
bond
...
Full Text
...
convertible
bond
is a bond with an embedded put option that allows the issuer to purchase the note back ...
Convertible Bond Pricing
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
convertible bond
,
convertible bond pricing
Search term matches:
Title
...
Convertible
Bond
Pricing ...
Tag
...
convertible
bond
...
Full Text
...
Convertible
Bond
Difinition and Pricing Guide FinPricing Equity Convertible A
convertible
...
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Finance
,
Sociology
Item Type:
Article
Tag(s):
jump diffusion
,
convertible bond
,
convertible underpricing
,
convertible arbitrage
,
default time approach
,
default probability approach
,
Sociology of finance
Search term matches:
Title
... Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of
Convertible
Bonds
...
Tag
...
convertible
bond
...
Full Text
... risk modeling. To correctly value hybrid defaultable financial instruments, e.g.,
convertible
bonds
...
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
Author(s):
Tim Xiao
(see profile)
Date:
2014
Group(s):
Business Management
,
Scholarly Communication
Subject(s):
Values--Philosophy
,
Finance
,
Sociology
,
Economics
Item Type:
Article
Tag(s):
hybrid financial instrument
,
convertible bond
,
convertible underpricing
,
convertible arbitrage
,
default time approach
,
Value theory
,
Sociology of finance
Search term matches:
Title
... A Simple and Precise Method for Pricing
Convertible
Bond
with Credit Risk ...
Tag
...
convertible
bond
...
Full Text
... A Simple and Precise Method for Pricing
Convertible
Bond
with Credit Risk Tim Xiao1 ...
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