Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Reverse convertible securities"'
Autor:
Jerome Detemple, Yerkin Kitapbayev
Publikováno v:
Quantitative Finance. 21:1519-1532
We study the valuation of callable barrier reverse convertible contracts written on one or two underlying asset prices. We assume the issuer of the contract can call early redemption at any time du...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e6897132873ff93739c5997ae195f57
https://doi.org/10.1080/14697688.2021.1912380
https://doi.org/10.1080/14697688.2021.1912380
Autor:
Jerome Detemple, Yerkin Kitapbayev
Publikováno v:
SSRN Electronic Journal.
We study the valuation of callable barrier reverse convertible contracts written on one or two underlying asset prices. We assume the issuer of the contract can call early redemption at any time during a pre-specified time interval. We identify the o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86b00d333cea95319a96fe7d76f3632c
https://doi.org/10.2139/ssrn.3861980
https://doi.org/10.2139/ssrn.3861980
Autor:
Henry A. Davis
Publikováno v:
Journal of Investment Compliance. 13:66-89
PurposeThe purpose of this paper is to provide of selected Financial Industry Regulatory Authority (FINRA) regulatory notices and disciplinary actions issued in January, February, and March 2012.Design/methodology/approachThe paper provides Regulator
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9bca2840498b2455bc85272b0c0462b
https://doi.org/10.1108/15285811211238192
https://doi.org/10.1108/15285811211238192