1

Bond Portfolio Optimization

Year:
2006
Language:
english
File:
PDF, 513 KB
english, 2006
3

Contingent convertibles. Solving or seeding the next banking crisis?

Year:
2012
Language:
english
File:
PDF, 451 KB
english, 2012
10

Optimal exercise strategies for corporate warrants

Year:
2006
Language:
english
File:
PDF, 303 KB
english, 2006
11

OPTIMAL CREDIT RATINGS

Year:
2008
Language:
english
File:
PDF, 320 KB
english, 2008
22

Impact of Imperfect Information on the Optimal Exercise Strategy for Warrants

Year:
2010
Language:
english
File:
PDF, 226 KB
english, 2010
30

Valuation of Bond Illiquidity

Year:
2007
Language:
english
File:
PDF, 897 KB
english, 2007
32

Do good or bad borrowers pledge more collateral?

Year:
2007
Language:
english
File:
PDF, 440 KB
english, 2007
33

When does single‐source versus multiple‐source lending matter?

Year:
2006
Language:
english
File:
PDF, 433 KB
english, 2006
34

How to Pay Envious Managers - a Theoretical Analysis

Year:
2015
Language:
english
File:
PDF, 173 KB
english, 2015
38

Valuation of Convertible Bonds with Sequential Conversion

Year:
2002
Language:
english
File:
PDF, 341 KB
english, 2002
40

Optimal Debt Service: Straight vs. Convertible Debt

Year:
2006
Language:
english
File:
PDF, 323 KB
english, 2006
41

Empirical Exercise Behavior of Warrant Holders and its Consequences for Warrant Values

Year:
2004
Language:
english
File:
PDF, 270 KB
english, 2004
42

Valuation of Bond Illiquidity: An Option-theoretical Approach

Year:
2003
Language:
english
File:
PDF, 391 KB
english, 2003