Conversion Option Valuation is a financial valuation method that determines the fair value of the embedded option in a convertible security, distinguishing it from other derivative valuation techniques by specifically modeling the option to convert debt into equity under stochastic interest rates, stock prices, and credit risk.
20
Publications
1.8K
Citations
42
Authors
24
Institutions
Publications per year
2017–2026
2
Parents
Publications
20
Stage Financing and the Role of Convertible Securities
Francesca Cornelli, Oved Yosha · The Review of Economic Studies · 2003 · 536 citations
Business, Entrepreneurship, Finance +14
Valuation of Convertible Bonds With Credit Risk
Élie Ayache, Peter Forsyth, Kenneth R. Vetzal · The Journal of Derivatives · 2003 · 147 citations
Business, Finance, Corporate Finance +16
1–5 of 20
Authors
42
- FC
2
h-index
- OY
2
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- DJ
2
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- XZ
1
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- CK
1
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1–5 of 42
Institutions
24
Tel Aviv University
Tel Aviv, Israel
2 h-index
2 publications
589 citations
London Business School
London, United Kingdom
2 h-index
2 publications
589 citations
Université d'Évry Val-d'Essonne
Évry-Courcouronnes, France
1 h-index
2 publications
128 citations
Laboratoire de Mathématiques d'Orsay
Orsay, France
1 h-index
2 publications
128 citations
UNSW Sydney
Sydney, Australia
1 h-index
1 publications
64 citations
University of Zurich
Zurich, Switzerland
1 h-index
1 publications
11 citations
University of Mannheim
Mannheim, Germany
1 h-index
2 publications
42 citations
Shanxi University
Taiyuan, China
1 h-index
2 publications
30 citations
1–8 of 24
Venues
- Financial Management
FM · 2 publications · 61 citations
2
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- The Journal of Finance
2 publications · 565 citations
2
h-index
- Financial Analysts Journal
FAJ · 2 publications · 41 citations
2
h-index
- Foundations and Trends® in Technology Information and Operations Management
1 publications · 29 citations
1
h-index
- Financial markets and portfolio management
FMPM · 1 publications · 11 citations
1
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1–5