The Valuation of Convertible Securities

1 February 1966

journal article
Published by Oxford University Press (OUP) in The Quarterly Journal of Economics

Vol. 80 (1), 48-59
https://doi.org/10.2307/1880578

Abstract

I. Introduction, 48. — II. A preliminary model for the valuation of convertible bonds, 49. — III. Statistical implementation of the model, 51. — IV. Altering the assumptions, 54. — V. Summary comment, 59.

Keywords

VALUATION OF CONVERTIBLE
CONVERTIBLE SECURITIES
SUMMARY COMMENT
PRELIMINARY MODEL
CONVERTIBLE BONDS
STATISTICAL IMPLEMENTATION
ASSUMPTIONS

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