Goldman Sachs Quantitative Strategies Research Notes May 1994 Static Options Replication INTERNAL DISTRIBUTION Emanuel Derman Deniz Ergener Iraj Kani Goldman Sachs QUANTITATIVE…
Slide 11 Part 5 - Convertible bonds as an asset class Various features in convertible bonds Issuance of convertibles - perspectives of corporate treasurers - conversion into…
Slide 1 1 2.2 Analytics of convertibles and structured convertibles Conversion premium and break-even calculations Decomposition of convertible value into different components…
Lou Page 1 11/29/2014 Extending the Black-Scholes Option Pricing Theory to Account for an Option Market Maker’s Funding Costs Lou Wujiang1 HSBC, March 8, 2014, updated…
Part 5 - Convertible bonds as an asset class Various features in convertible bonds Issuance of convertibles - perspectives of corporate treasurers - conversion into shares…