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Documents Gs Options Replication

Goldman Sachs Quantitative Strategies Research Notes May 1994 Static Options Replication INTERNAL DISTRIBUTION Emanuel Derman Deniz Ergener Iraj Kani Goldman Sachs QUANTITATIVE…

Documents 1 Part 5 - Convertible bonds as an asset class Various features in convertible bonds Issuance of...

Slide 11 Part 5 - Convertible bonds as an asset class Various features in convertible bonds Issuance of convertibles - perspectives of corporate treasurers - conversion into…

Documents 1 2.2 Analytics of convertibles and structured convertibles Conversion premium and break-even...

Slide 1 1 2.2 Analytics of convertibles and structured convertibles Conversion premium and break-even calculations Decomposition of convertible value into different components…

Documents Cost of Funding Call Option

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…

Documents Part 5 - Convertible bonds as an asset class Various features in convertible bonds

Part 5 - Convertible bonds as an asset class Various features in convertible bonds Issuance of convertibles - perspectives of corporate treasurers - conversion into shares…