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CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION · Study

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ArticleCONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

Michael John Brennan1977

Article1977

CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

Michael John Brennan · E. S. Schwartz

473 citations·0/0 files stored·The Journal of Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Corporate Finance and Governance

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References

1973The Pricing of Options and Corporate Liabilities 1958The Cost of Capital, Corporation Finance and the Theory of Investment 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2008The cost of capital, corporation finance and the theory of investment 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1961Dividend Policy, Growth, and the Valuation of Shares 1976Option pricing when underlying stock returns are discontinuous

Cited by

1976Valuing Corporate Securities: Some Effects of Bond Indenture Provisions 1978Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis 2002When Are Real Options Exercised? An Empirical Study of Mine Closings 1989Some Empirical Estimates of the Risk Structure of Interest Rates 1977Savings bonds, retractable bonds and callable bonds 1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques

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1977AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIESarticle · 9 shared references 1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORYarticle · 9 shared references 1976Option pricingarticle · 8 shared references 1978RECENT DEVELOPMENTS IN THE COST OF DEBT CAPITALarticle · 8 shared references 1983A Theoretical Model for Valuing Preferred Stockarticle · 8 shared references 2003Private Riskpreprint · 8 shared references

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Year1977

Typearticle

Published1977-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations473

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1111/j.1540-6261.1977.tb03364.x

openalex_workW2119987604

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2003Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

1985A Sequential Signalling Model of Convertible Debt Call Policy