Zobrazeno 1 - 10
of 49
pro vyhledávání: '"John Pointon"'
Publikováno v:
Banks and Bank Systems, Vol 4, Iss 2 (2009)
Externí odkaz:
https://doaj.org/article/666e63ef003b41a6899aa86031aacefe
Publikováno v:
Banks and Bank Systems, Vol 2, Iss 1 (2007)
Externí odkaz:
https://doaj.org/article/7efd4058f5ae41d292a8ee1206cbc119
Autor:
John Pointon, Vince Hooper
Publikováno v:
Journal of Mathematical Finance. :388-393
In this paper, a valuation framework is developed for the variable rate demand obligation (VRDO). The VRDO is a class of floating rate note whose coupon rate changes on a regular basis and is “puttable” by the bondholder, given a notice of one we
Autor:
Vince Hooper, John Pointon
Publikováno v:
Journal of Mathematical Finance. :394-401
This paper models the value of callable Eurobonds, using stochastic calculus, by assuming that the exchange rate follows a geometric Brownian motion process and the arrival time of an early redemption of the bond by the issuer conforms to a negative
Autor:
John Pointon, Vince Hooper
Publikováno v:
Journal of Mathematical Finance. :286-300
The purpose of this paper is to develop a valuation model for projects, explicitly taking into account the combined effects of taxation and the risk of obsolescence. In the modelling process it is assumed that a project’s pre-tax net operating cash
Autor:
John Pointon, Fiona Dalton
Publikováno v:
Issues in Accounting and Finance ISBN: 9780429444241
Issues in Accounting and Finance
Issues in Accounting and Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ef1c31fc7512b78f0aa60c0eac179ff
https://doi.org/10.4324/9780429444241-13
https://doi.org/10.4324/9780429444241-13
Autor:
John Pointon
Publikováno v:
Issues in Accounting and Finance ISBN: 9780429444241
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41827f8284176ec48a7eccd3803e31ab
https://doi.org/10.4324/9780429444241-15
https://doi.org/10.4324/9780429444241-15
Publikováno v:
Issues in Accounting and Finance ISBN: 9780429444241
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b0a8b782cac26f115d8c886b1c58bd6c
https://doi.org/10.4324/9780429444241-17
https://doi.org/10.4324/9780429444241-17
Autor:
Abdel-Kader, Magdy G. af1The authors would like to thank the two anonymous reviewers, Professor John Pointon, participants at the BAA conference (Manchester, March 1998), participants at the second conference on new directions in management accounting: innovations in practice and research (Brussels, December 2000) for their valuable comments on earlier drafts of this paper., bf2Please address all correspondence to Dr. Magdy G. Abdel-Kader, Department of Accounting, Finance and Management, University of Essex, Wivenhoe Park, Colchester CO4 3SQ, UK. Tel: +44(0)1206 872375; Fax: +44(0)1206 873429; Email: mabdel@essex.ac.uk, Dugdale, David
Publikováno v:
In The British Accounting Review December 2001 33(4):455-489
Publikováno v:
The Manchester School. 82:409-464
We examine the sensitivity of 31 UK non-financial industries to exchange and interest rate exposure from 1990 to 2006 using first-order autoregressive exponential GARCH-in-mean (EGARCH-M) model. We find that the stock returns of UK industries are mor