A comprehensive guide to the burgeoning hedge fund industry Intended as a
comprehensive reference for investors and fund and portfolio managers, Handbook of …

Convertible bonds are an important segment of the corporate bond market, with worldwide
outstandings approaching US $235 billion. Simple pricing models value a convertible bond …

Convertible bonds are typically issued by firms which have both relatively high growth and
quite high risk. Convertibles can be difficult to value, given their hybrid nature of containing …

This study examines the information flow between convertible bonds (CBs) and other
investment assets, such as stocks and bonds. In particular, we employ transfer entropy (TE) …

We propose and empirically investigate a pricing model for convertible bonds based on
Monte Carlo simulation. The method uses parametric representations of the early exercise …

Convertible bonds are an important segment of the corporate bond market, however, as
hybrid instruments, convertible bonds are difficult to value because they depend on …

This paper empirically compares three convertible bond valuation models. We use an
innovative approach where all model parameters are estimated by the Marquardt algorithm …

American-style puttable convertible bonds are often priced with various numerical solutions
because the predominant complexity arises from the determination of the two free …

The authors address the problem of road obstacle detection. A sensor composed of an
eyesafe laser range finder coupled with a charge coupled device (CCD) camera is …

In this paper, the pricing problem for the American-style convertible bonds with the Heston
stochastic volatility and that with the Cox–Ingersoll–Ross (CIR) stochastic interest rate are …