haku: @author Chen, K.C. / yhteensä: 2
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| Tekijä: | Chen, K.C. Sears, R.S. |
| Otsikko: | Pricing the SPIN |
| Lehti: | Financial Management
1990 : SUMMER, VOL. 19:2, p. 36-47 |
| Asiasana: | BONDS STOCK OPTIONS PORTFOLIO INVESTMENT |
| Kieli: | eng |
| Tiivistelmä: | Use of bond valuation theory and an option model to explain observed prices of the SPIN: a combination of a bond and call option. SPIN definition. Data and methodology. Estimating the bond and option value. Empirical pricing results. Sensitivity analysis. Evaluating the benefits and costs. Option value benefits. Costs. 5 Exhibits illustrate the study. |
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