Relevant bibliographies by topics / Convertible bonds

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Convertible bonds'

Author: Grafiati
Published: 4 June 2021
Last updated: 31 July 2024

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Journal articles on the topic "Convertible bonds"

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REALDON, MARCO. "VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS." International Journal of Theoretical and Applied Finance 07, no. 06 (September 2004): 701–21. http://dx.doi.org/10.1142/s0219024904002657.

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This paper provides a structural valuation model for exchangeable convertible bonds, since such bonds are widespread by now. The model is solved through the Hopscotch finite difference method. As the issuer owns the underlying shares, exchangeable convertibles may be called and the exchange option may be exercised even as the issuer experiences financial distress. The value of exchangeable convertibles always decreases in the volatility of the issuer's assets (unlike the value of ordinary convertibles) and decreases in the correlation between the underlying shares and the issuer's assets. The analysis confirms that the dominant motive for issuing exchangeable convertibles is likely to be to dispose of the underlying shares.
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Li, Ping, and Jing Song. "Pricing Chinese Convertible Bonds with Dynamic Credit Risk." Discrete Dynamics in Nature and Society 2014 (2014): 1–5. http://dx.doi.org/10.1155/2014/492134.

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To price convertible bonds more precisely, least squares Monte Carlo (LSM) method is used in this paper for its advantage in handling the dependence of derivatives on the path, and dynamic credit risk is used to replace the fixed one to make the value of convertible bonds reflect the real credit risk. In the empirical study, we price convertible bonds based on static credit risk and dynamic credit risk, respectively. Empirical results indicate that the ICBC convertible bond has been overpriced, resulting from the underestimation of credit risk. In addition, when there is an issue of dividend, the conversion price will change in China's convertible bonds, while it does not change in the international convertible bonds. So we also empirically study the difference between the convertible bond's prices by assuming whether the conversion price changes or not.
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Kohlman, Bruce R., and Robert C. Radcliffe. "Factors Affecting The Equity Price Impacts Of Convertible Bonds." Journal of Applied Business Research (JABR) 8, no. 4 (October 4, 2011): 79. http://dx.doi.org/10.19030/jabr.v8i4.6128.

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This study examines abnormal stock returns associated with both the date a convertible bond issue is announced and the date it is sold. Results suggest the negative stock price effects observed I this and previous studies are due to the equity component inherent in convertible bonds, and an easily observed measure of that equity component is offered. In addition, results suggest that convertible bond issues sold by firms with previously issued outstanding convertibles are met with larger negative abnormal equity returns.
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Sı⁁rbu, Mihai, Igor Pikovsky, and Steven E. Shreve. "Perpetual Convertible Bonds." SIAM Journal on Control and Optimization 43, no. 1 (January 2004): 58–85. http://dx.doi.org/10.1137/s0363012902412458.

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Batten, Jonathan A., Karren Lee-Hwei Khaw, and Martin R. Young. "Pricing convertible bonds." Journal of Banking & Finance 92 (July 2018): 216–36. http://dx.doi.org/10.1016/j.jbankfin.2018.05.006.

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Nelken, Izzy. "Japanese Reset Convertible Bonds and Other Issues in Convertible Bonds." Journal of Alternative Investments 2, no. 4 (March 31, 2000): 1.1–7. http://dx.doi.org/10.3905/jai.2000.318975.

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Nelken, Izzy. "Japanese Reset Convertible Bonds and Other Issues in Convertible Bonds." Journal of Alternative Investments 2, no. 4 (March 31, 2000): 35–41. http://dx.doi.org/10.3905/jai.2000.35.

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Sun, Zhongquan, Le Yang, and Lin Tong. "Research on Convertible Bond Issuance Program." Frontiers in Business, Economics and Management 11, no. 3 (October 26, 2023): 59–62. http://dx.doi.org/10.54097/fbem.v11i3.12952.

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As of 2023, it has been 32 years since convertible bonds were introduced into China. In 1992, Baoan convertible bonds, as China's first convertible bonds, were issued with an issue size of RMB 500 million, thus opening the door to China's convertible bond market. However, for a long time, due to the imperfection of relevant laws and regulations, the growth rate of the convertible bond market has been very slow, and listed companies prefer equity financing, which makes it difficult for convertible bonds to be implemented on a large scale. However, since 2015, the Securities and Futures Commission (SFC) has issued a series of laws and regulations, including the Implementing Rules for the Non-public Offering of Shares by Listed Companies (2017) and the Notice on Matters Relating to the Reporting of Procedural Transactions of Convertible Bonds (2021), which shows that the SFC intends to promote the standardized development of convertible bonds. As a result, the number and size of convertible bonds have grown rapidly, and convertible bonds have become increasingly popular among low-risk investors. In the increasingly hot situation of the convertible bond market, this paper chooses Jiangnan Water Company as a typical case representative, through the analysis of its convertible bond issuance program, the company's early resale behavior of the motivation and impact to find the problems in the corporate issuance of convertible bonds, and for the future want to issue the convertible bonds of the company to provide the applicable recommendations, the following is the research of this paper to improve some of the measures: choosing the right time of sale; the establishment of convertible bonds early warning system, strengthen internal control; according to the financing project to select the appropriate financing methods, and so on.
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Bai, Wanlu, and Chengzong Meng. "The development and application of convertible Bonds -- A case study of Shanghai Pudong Development Bank's Convertible Bonds." BCP Business & Management 38 (March 2, 2023): 149–57. http://dx.doi.org/10.54691/bcpbm.v38i.3682.

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In recent years, with the continuous strengthening of refinancing demand, banks have more diversified ways of refinancing, such as perpetual bonds, secondary capital bonds, and convertible bonds. It is found that convertible bonds meet the capital replenishment needs of commercial banks, and the financing cost is compared with that of other financing instruments. The method adopted in this paper is the case analysis, and the "Pudong Development Convertible Bond" publicly issued by Shanghai Pudong Development Bank (SPDB) in 2019 is taken as the case study object. Based on the background that commercial banks are scrambling to issue related schemes of convertible bonds, this paper expounds on the financing effect and significance of the issuance of convertible bonds by SPDB based on the historical process and current situation of convertible bonds and the basic situation and financing process of SPDB. Comprehensive analysis shows that before the issuance of convertible bonds, the asset-liability ratio of SPD Bank is relatively high. After the issuance of convertible bonds, the asset-liability ratio and capital adequacy ratio of banks have been improved, but the return rate and net profit level have been negatively affected. The paper hopes to provide a reference value for issuers such as commercial banks and listed companies as well as regulators of convertible bonds on the improvement of the market system of convertible bonds.
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Stevens, William T., Ara G. Volkan, and Paul D. Baker. "Accounting For Convertible Bonds." Journal of Applied Business Research (JABR) 10, no. 4 (September 22, 2011): 130. http://dx.doi.org/10.19030/jabr.v10i4.5915.

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First, various views of convertible bonds (CBs) are analyzed along with current professional standards of accounting. Present rules are found to be flawed because they do not properly: (1) measure the interest cost of the CB and the total financing cost resulting from the issuance of debt and conversion commitments inherent in the CB; (2) classify the commitments arising from the CB; and (3) account for the conversion of the CB. Based on deductive reasoning and theoretical and empirical evidence, an accounting methodology for CBs is proposed that: (1) recognizes separately the debt and conversion commitments of the CB at date of issuance; (2) recognizes the total financing expense on the CB arising from the interest cost and in the increase in the fair value of the conversion commitment; and (3) accounts for the conversion under the market value method.
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Dissertations / Theses on the topic "Convertible bonds"

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Valeri, Martina. "Reverse convertible bonds." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/10893/.

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I convertible bonds sono degli strumenti finanziari che conferiscono al suo possessore la facoltà di scegliere se, una volta scaduta l'obbligazione, essere rimborsato tramite una somma di denaro (valore nominale) oppure convertire l'obbligazione in un numero predefinito di azioni. Successivamente si è trattato l’argomento della tesi, i reverse convertible bonds. Queste obbligazioni sono simili ai convertible bonds con la differenza che in tal caso il diritto di scegliere se convertire o meno l'obbligazione in azioni è lasciato all'emittente e non al sottoscrittore. I reverse convertible si ottengono dalla combinazione di un coupon bond ordinario (senza l'opzione di conversione) a breve termine e di un'opzione put sulle azioni sottostanti. E' stata analizzata la formula di valutazione dei reverse convertible bonds, data dalla differenza tra il prezzo di un coupon-bond ordinario emesso dalla stessa società e il prezzo di un'opzione put (quest'ultimo moltiplicato per il rapporto di conversione, ossia per il numero di azioni che si ottengono dalla conversione di ciascuna obbligazione convertibile). E’ stata poi fatta un’analisi empirica dei prezzi dei reverse convertible bonds. Sono stati calcolati i prezzi di 7 reverse convertible utilizzando i dati forniti dal database finanziario e macroeconomico, Thomson Reuters Datastream.I prezzi calcolati sono stati poi confrontati con i prezzi di mercato di tali obbligazioni relativamente allo stesso istante temporale, il giorno 6/6/2016.
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Thompson, Kevin. "Analysis of convertible bonds." Master's thesis, University of Cape Town, 2004. http://hdl.handle.net/11427/4935.

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Choi, Chi Hung. "Analytics of duration and Greeks of convertible bonds /." View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?MATH%202004%20CHOI.

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Hariparsad, Sanveer. "The valuation and calibration of convertible bonds." Diss., Pretoria : [s.n.], 2009. http://upetd.up.ac.za/thesis/available/etd-05052009-115008.

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Ekkayokkaya, Pollarat. "Convertible bonds in corporate finance." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/47370/.

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This thesis makes three main contributions to the literature on convertible bond financing. First, we provide a new theoretical explanation for convertible bond financing. Unlike the existing theory, our new theory provides a rationale for the issuance of both callable and non-callable convertible bonds. We also undertake empirical tests of the implications of the new theory and find that the new theory is supported by the empirical evidence. Second, we empirically examine the way in which firms choose the design of convertible bonds and investigate the effect of financial constraints on the firms’ convertible design decision. Consistent with our new theory, we find that the design of convertible bonds is influenced by both adverse selection costs and financial distress costs. Moreover, we find that the design of convertible bonds for relatively constrained firms is determined in a different manner from the design of convertible bonds for relatively unconstrained firms. Our findings suggest that taking into account the effect of financial constraints is important in the understanding of convertible design decisions. To the best of our knowledge, our study is the first to document the effect of financial constraints on choice of convertible design. Third, we empirically examine two alternative explanations for the late call of a convertible bond: the “optimal” call theory of Butler (2002) and the financial distress costs theory of Jaffee and Shleifer (1990). In contrast to the existing evidence reported in Altintig and Butler (2005), we find that the observed late calls cannot be explained by the effect of the notice period as incorporated in the optimal call theory of Butler (2002). The observed conversion premium is much higher than Butler’s optimal conversion premium. On the other hand, we find strong empirical support for the financial distress costs theory. Firms do not make a conversion-forcing call until the conversion premium is large enough to avoid a failed conversion, which could give rise to financial distress. We find that by the time a call is made, the probability of failed conversion is very small and the cross-sectional variation in the conversion premium is mainly explained by potential distress costs.
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Back, Alexander, and William Keith. "Valuation of Contingent Convertible Bonds." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188984.

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Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. With the increased capital requirements of the Basel III directive, contingent capital enables banks to increase their capitalization without issuing expensive equity. Also, in times of historically low interest rates, these instruments might be interesting for investors in search of higher yields, as well as long term investors wanting to implement countercyclical investment strategies. However, due to the high complexity of these instruments, valuation has proven diffcult. The purpose of this thesis is to value instruments contingent on the bank's common equity tier 1 to risk-weighted assets ratio. We build our model upon the work of Glasserman & Nouri (2012), and extend it to include contingency on risk-weighted assets, instant non-continuous conversion to equity, and a combination of fixed imposed loss and fixed conversion price as terms of conversion. We use a capital structure model in continuous time to define asset dynamics, asset claims and the event of conversion and liquidation of the bank. Thereafter we use two important results from Glasserman & Nouri (2012) to value the discounted cash flows to holders of debt and contingent debt. From this, we arrive at closed form solutions for the coupon rates of these securities.
Contingent convertible bonds (villkoradeobligationer) är hybrida kapitalinstrument som beror på någon form av indikator på finansiell instabilitet i den emitterande banken. Efter finanskrisen har dessa finansiella produkter föreslagits som en lösning på dilemmat som uppstår när banker är för stora för att låtas gå omkull. Villkorade obligationer är en väg för banker att ta in kapital och uppfylla de ökade kapitalkrav som ställs av direktiven i Basel III utan att emittera kostsamt aktiekapital. I dessa tider av historiskt låga räntesatser är den relativt höga avkastning, tillsammans med de kontracykliska effekter produkterna ger dessutom intressanta för många investerare. Att värdera dessa produkter har dock visat sig svårt då de är mycket komplexa. Syftet med denna uppsats är att värdera villkorade obligationer som beror på relationen mellan bankens kärnprimärkapital och riskviktade tillgångar. Vi använder omvandling till aktiekapital som förlustabsorberingsmekanism och använder en kombination av fixerade konverteringspris och fixerade ålagda förluster som villkor för konversion. Vi använder en kapitalstrukturell modell i kontinuerlig tid för att definiera tillgångarnas rörelser, fordringar på tillgångarna och händelsen av konversion av kontraktet eller likvideringen av banken. Därefter använder vi två viktiga resultat från Glasserman & Nouri (2012) för att värdera de diskonterade kassaflöden till ägaren av obligationer och villkorade obligationer. Från detta hittar vi analytiska lösningar för storleken av kupongräntorna på obligationerna, villkorade som normala.
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Zadikov, Ariel. "Methods of pricing convertible bonds." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/11260.

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Includes abstract.
Includes bibliographical references (leaves 112-115).
The aim of this dissertation was to build a basic understanding of hybrid securities with a focus on convertible bonds. We look at various methods to price these complex instruments and learn of the many subtleties they exhibit when traded in the market.
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Zimmermann, Paul. "On the hybrid nature of convertible bonds." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010076.

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Les obligations convertibles constituent l’outil privilégié des entreprises souhaitant se financer à la fois par l’emprunt obligataire et par les fonds propres. Instruments obligataires complexes, elles incorporent la plupart des caractéristiques des instruments dérivés sur actions. Leur nature fondamentalement hybride et leur politique de rappel anticipé au gré de l’émetteur sont deux des principaux thèmes de recherche émergeant de la littérature économique. S’agissant du risque de crédit, nous explorons d’abord la relation empirique entre coût de la dette et prix de l’action caractérisée par un paramètre d’élasticité crédit-action. Nous mettons en évidence le soubassement théorique de cette relation à partir du levier d’endettement financier de la firme. Nous montrons son utilité dans le cas des obligations convertibles en situation de détresse financière. Ce paradigme est ensuite généralisé aux titres hybrides en faisant le lien entre élasticité de la variance et levier financier. Nous revenons enfin sur la modélisation des obligations échangeables, avec l’introduction d’une covariance stochastique entre les deux sources de risque. Concernant l’aspect optionnel, nous réexaminons la question de la modélisation des dividendes discrets en numéraire. Nous proposons une nouvelle approche quantitative via l’ajustement de la surface de volatilité locale à la politique de dividendes. Ce faisant, nous mettons en lumière le cadre d’analyse propre aux obligations contractuellement protégées contre les dividendes. Cette démarche permet d’élucider les raisons structurelles qui poussent les émetteurs à rappeler et forcer la conversion de ces instruments de manière accélérée
Convertible bonds are the privileged instrument of corporations willing to rai se capital white benefiting from both debt and equity advantages. They are complex corporate securities which incorporate within a single derivative instrument man y features at the boundary of option theory. Three main research areas emerge: the economic rationale for convertible debt, the hybrid nature of convertible bonds and the analysis of the optimal recall policy lying in the hands of the rational issuer. ln the area of credit risk modeling, we first explore the credit-equity power relationship, an empirical parametrization of credit spreads by stock prices useful to mode! distressed convertible bonds. We provide a theoretical foundation for the credit-equity elasticity involving the financial leverage of the company. We apply the credit-equity power paradigm to derive a general modeling framework for hybrid securities, and we show how to link the variance elasticity to the corporate leverage. Finally, we revisit the valuation of exchangeable bonds by introducing stochastic covariance between the Iwo main sources of risk and introducing the leverage of the underlying entity in the model. ln the area of option pricing, we revisit the modeling of discrete cash dividends which remain notoriously difficult to handle absent an efficient modeling framework. Our approach provides the proper theoretical setting to analyze the dividend protection of convertible bonds, a standard feature since the late 2000s. We apply our modeling approach to the theoretical analysis of the optimal recall policy ofdividend-protected convertible bonds. We show a strong structural incentive for issuing firms to recall and force the conversion of their bonds as soon as possible
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Sörensson, Tomas. "Swedish convertible bonds and their valuation." Doctoral thesis, Handelshögskolan i Stockholm, Kostnadsintäktsanalys (C), 1993. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-893.

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Since 1980, many convertible bonds have been issued by Swedish companies. Most of these issues have been aimed at the employees. The great number of these employee issues gave rise to a new tax law. This tax law made it necessary to obtain a value on a convertible bond certificate at issue. In the first part of the dissertation, the institutional setting for the issuing of convertible bonds in Sweden is discussed. The relevant tax laws and recommendations given by different organizations are described. Also other features related to the issues are described. Furthermore, an empirical study of convertible bonds issues to emplyees in listed companies is carried out. The main purpose of the study is to quantify the volume of convertible bond issues to employees which have defaulted. Issues with a nominal value of around 500 million Swedish Crowns have been involved in some form of default. In this study, several models are compared to investigate whether the choice of model for valuing convertible bonds is important. These models all fall within the framework of Contingent Claims Analysis. Contingent Claims Analysis is an option based technique for determining the value of a claim whose payoffs depend upon the development of one or several underlying variables. In the study, it is shown in great detail how to set up and use those models. It is shown that the choice of model is important for the value of a convertible bond in certain situations. Those situations are identified by an empirical study of Swedish convertible bonds and through sensitivity analysis.

Diss. Stockholm : Handelshögskolan, 1993

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Sörensson, Tomas. "Swedish convertible bonds and their valuation /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1993. http://www.hhs.se/efi/summary/368.htm.

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Books on the topic "Convertible bonds"

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Connolly, Kevin B. Pricing convertible bonds. Chichester: Wiley, 1998.

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A, Philips George. Convertible bond markets. Houndmills, Basingstoke, Hampshire: Macmillan Business, 1997.

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Spiegeleer, Jan De, and Wim Schoutens, eds. The Handbook of Convertible Bonds. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118374696.

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Pritchard, Jeffrey J. Low risk high performance investing with convertible bonds: Profit making strategies for identifying and trading convertible securities. New York: Harper & Row, 1990.

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G, Minot Winthrop, Glynn Laura C, Rosenblum Howard S, and Massachusetts Continuing Legal Education, Inc. (1982- ), eds. Warrants and convertible securities. Boston, MA: MCLE, 1992.

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Noddings, Thomas C. Low-risk strategies for the high-performance investor. Chicago, IL: Probus Pub. Co., 1985.

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Kim, Sŭng-il. Chŏnhwan sachʻae ŭi pʻyŏngka iron kwa silchŭngjŏk punsŏk. Korea: s.n., 1986.

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Gomes, Fátima. Obrigações convertíveis em acções. Lisboa: Universidade Católica Editora, 1999.

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Noddings, Thomas C. Convertible bonds: The low-risk, high-profit alternative to buying stocks. Chicago, Ill: Probus Pub. Co., 1991.

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Noddings, Thomas C. Convertible bonds: The low-risk, high-profit alternative to buying stocks. London: McGraw-Hill, 1991.

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Book chapters on the topic "Convertible bonds"

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Eales, Brian A. "Convertible Bonds." In Financial Engineering, 221–44. London: Macmillan Education UK, 2000. http://dx.doi.org/10.1007/978-1-349-27856-5_9.

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Philips, George A. "Convertible Bonds." In Convertible Bond Markets, 1–17. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14385-6_1.

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Bierman, Harold. "Convertible Bonds." In The Capital Structure Decision, 161–82. Boston, MA: Springer US, 2003. http://dx.doi.org/10.1007/978-1-4615-1037-6_11.

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Liberadzki, Kamil, and Marcin Liberadzki. "Contingent Convertible Bonds Pricing." In Hybrid Securities, 163–81. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1007/978-1-137-58971-2_16.

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Philips, George A. "An Introduction to Interest Rate Sensitivity of Convertible Bonds." In Convertible Bond Markets, 59–85. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14385-6_5.

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Wöster, Christoph. "Modelle zur Bewertung von Convertible Bonds." In Die Bewertung von Convertible und Exchangeable Bonds bei stochastischer Zinsentwicklung, 22–131. Wiesbaden: Deutscher Universitätsverlag, 2004. http://dx.doi.org/10.1007/978-3-322-81726-6_3.

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Labuschagne, Coenraad C. A., and Theresa M. Offwood. "Pricing Convertible Bonds Using the CGMY Model." In Advances in Intelligent and Soft Computing, 231–38. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-22833-9_27.

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Ying, Yi-rong, Hao-yang Jia, and Meng-meng Bai. "Research on Option Pricing of Convertible Bonds." In Proceedings of the Fifth International Forum on Decision Sciences, 23–32. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7817-0_3.

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De Spiegeleer, Jan, Ine Marquet, and Wim Schoutens. "A Primer on Contingent Convertible (CoCo) Bonds." In The Risk Management of Contingent Convertible (CoCo) Bonds, 1–21. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-01824-5_1.

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Koziol, Christian. "Convertible Bonds: Markets, Motives, and Traditional Valuation." In Valuation of Convertible Bonds when Investors Act Strategically, 5–32. Wiesbaden: Deutscher Universitätsverlag, 2004. http://dx.doi.org/10.1007/978-3-322-82016-7_2.

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Conference papers on the topic "Convertible bonds"

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Zeņķis, Pauls. "Konvertējamās obligācijas un to civiltiesiskās apgrozības ierobežojumi." In Latvijas Universitātes 81. starptautiskā zinātniskā konference. LU Akadēmiskais apgāds, 2023. http://dx.doi.org/10.22364/juzk.81.09.

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A bond is a debt security, under which its issuer undertakes to repay to the bondholder the principal of the bond and the interest (the coupon) at a specified point in time, that is to be considered as the extinguishing of bonds. There are several types of bonds: bonds issued by the public sector, bonds issued by capital companies, publicly available bonds, private bonds, convertible bonds, subordinated bonds, exchangeable bonds, etc. A convertible bond is a bond that its holder is entitled to swap for the issuer’s shares within a specified term. Thus, a convertible bond is a debt security that can be converted into equities, in accordance with the conversion rules. After the conversion of convertible bonds, the holder of the bonds becomes a shareholder of the bond issuer.
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Zeņķis, Pauls. "Subordinētās obligācijas – jēdziens un būtība." In Latvijas Universitātes 80. starptautiskā zinātniskā konference. LU Akadēmiskais apgāds, 2022. http://dx.doi.org/10.22364/juzk.80.09.

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A bond is a debt security, under which its issuer undertakes to repay to the bondholder the principal of the bond and the interest (the coupon) at a specified point in time, that is to be considered as the extinguishing of bonds. Bonds have several types: bonds issued by the public sector, bonds issued by capital companies, publicly available bonds, private bonds, convertible bonds, subordinated bonds, etc. In economic circulation, subordinated bonds are widespread securities. The subordinated obligation in the subordinated bond distinguishes the subordinated bond from other bonds. At the same time, the underlying relationship entails significant risks for the performance of the obligations arising from the bond, which is outweighed by higher profitability of such bonds.
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Pang, Huanpeng, and Qiqi Chen. "Pricing the convertible bonds with parametric approximation." In 2011 International Conference on Computer Science and Network Technology (ICCSNT). IEEE, 2011. http://dx.doi.org/10.1109/iccsnt.2011.6182450.

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Tetrevova, Libena, and Jan Svedik. "Assessment of financial benefits of selected mezzanine financing instruments." In Business and Management 2016. VGTU Technika, 2016. http://dx.doi.org/10.3846/bm.2016.02.

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The paper deals with the problems of assessment of financial benefits of subordinated loans and convertible bonds. The paper authors aim to propose and verify methodology for assessment of the financial benefits of subordinated loans and convertible bonds. The introductory part characterizes the theoretical background of assessment of the financial benefits of the classic financing sources. Subsequently, the authors propose methodology for assessment of the financial benefits of subordinated loans and convertible bonds. The final part includes a case study that, using the proposed methodology, documents the outcomes of the comparison of the financial benefits of the mentioned instruments in the actual conditions of the Czech Republic.
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Cheng, Zhonghou, and Jiao Wang. "Research on the Risks and Countermeasures of Convertible Bond Financing—Take Jiangnan Convertible Bonds as an Example." In 2020 International Conference on Social Sciences and Big Data Application (ICSSBDA 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/assehr.k.201030.065.

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Yang, Bing, and Hua Xiao. "Pricing and optimal conversion strategy of convertible bonds." In 2009 Joint 48th IEEE Conference on Decision and Control (CDC) and 28th Chinese Control Conference (CCC). IEEE, 2009. http://dx.doi.org/10.1109/cdc.2009.5400546.

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Dong, Huiyan, and Kun Guo. "A Pricing Model for Convertible Bonds in China." In 2012 Fifth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2012. http://dx.doi.org/10.1109/bife.2012.41.

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Du, Xin, and Lian Chen. "Pricing Convertible Bonds Based on Black-Shcoles Formula." In 2018 4th International Conference on Economics, Social Science, Arts, Education and Management Engineering (ESSAEME 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/essaeme-18.2018.28.

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Yan, Huahong, and Yezi Fang. "The Analysis on Discount Phenomenon of Convertible Bonds." In 2017 7th International Conference on Education, Management, Computer and Society (EMCS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/emcs-17.2017.347.

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Wang, Jing, Zongfang Zhou, Peter Cox, and Jie Kang. "SPA-Based Investigation on Pricing Model of Convertible Bonds." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304565.

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Reports on the topic "Convertible bonds"

1

Stein, Jeremy. Convertible Bonds as "Back Door" Equity Financing. Cambridge, MA: National Bureau of Economic Research, March 1992. http://dx.doi.org/10.3386/w4028.

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Jaffee, Dwight, and Andrei Shleifer. Costs Of Financial Distress, Delayed Calls Of Convertible Bonds, And The Role Of Investment Banks. Cambridge, MA: National Bureau of Economic Research, April 1988. http://dx.doi.org/10.3386/w2558.

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