Convertible Bond Prices and Inherent Biases

This publication has 17 references indexed in Scilit:

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• Modeling Term Structures of Defaultable Bonds
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• Valuing Convertible Bonds with Credit Risk
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• A Seasoning Process in the U.S. Treasury Bond Market: The Curious Case of Newly Issued Ten-Year Notes
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• The Pricing of Risky Debt When Interest Rates are Stochastic
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• Default Risk and the Duration of Zero Coupon Bonds
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• Analyzing Convertible Bonds
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• A contingent-claims valuation of convertible securities
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• Valuing Corporate Securities: Some Effects of Bond Indenture Provisions
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