The Valuation of Convertible Bonds
The Valuation of Convertible Bonds
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In our eReader you can find the full English version of the book. Read The Valuation of Convertible Bonds Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book The Valuation of Convertible Bonds
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To quickly assess the difficulty of the text, read a short excerpt:
We have tried to make this naive model as good as possible.
Next we combine the variables from both regression equations to see whether the second set contains elements we have not taken care of auto- matically by our moments.
- 23 - One adjustment remains to be explained: all stock prices x are o normalized to one in the computation of the moments and everywhere else (except in In x, of course) . PK is likewise divided by x . Since the " o unadjusted option price PK presumably varies with the ...price of the optioned stock, x^, and the moments definitely vary with x, not making the adjustment builds positive correlation (as well as heteroscedasticity) into the re- gression. After the adjustment, all variables are dimensionless or have only time as dimension.
We have room only for a summary of the results: In the regression without moments r, In x, In y, a explain about c o 467. Of thi variance of In PK; adding RATING, DVYLD, and time of issue, ISS, boosits that figure to 58%. All variables are significant except a and RATING.
What to read after The Valuation of Convertible Bonds?
You can find similar books in the "Read Also" column, or choose other free books by Otto H Poensgen to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
We have tried to make this naive model as good as possible.
Next we combine the variables from both regression equations to see whether the second set contains elements we have not taken care of auto- matically by our moments.
- 23 - One adjustment remains to be explained: all stock prices x are o normalized to one in the computation of the moments and everywhere else (except in In x, of course) . PK is likewise divided by x . Since the " o unadjusted option price PK presumably varies with the ...price of the optioned stock, x^, and the moments definitely vary with x, not making the adjustment builds positive correlation (as well as heteroscedasticity) into the re- gression. After the adjustment, all variables are dimensionless or have only time as dimension.
We have room only for a summary of the results: In the regression without moments r, In x, In y, a explain about c o 467. Of thi variance of In PK; adding RATING, DVYLD, and time of issue, ISS, boosits that figure to 58%. All variables are significant except a and RATING.
What to read after The Valuation of Convertible Bonds?
You can find similar books in the "Read Also" column, or choose other free books by Otto H Poensgen to read onlineMoreLess
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