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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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