Concepedia

Convertible Security Pricing

Convertible Security Pricing is a financial valuation methodology that determines the fair market value of a convertible security by incorporating its embedded options and the underlying equity dynamics, distinguishing it from conventional bond or equity pricing through its hybrid derivative structure.

16

Publications

1.5K

Citations

22

Authors

13

Institutions

Publications per year

2017–2026

1

Parents

Publications

16

A contingent-claims valuation of convertible securities

Jonathan E. Ingersoll · Journal of Financial Economics · 1977 · 504 citations

, , +14

Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings

Allan C. Eberhart, William T. Moore, Rodney L. Roenfeldt · The Journal of Finance · 1990 · 292 citations

, , +15

Convertible calls and security returns

Wayne H. Mikkelson · Journal of Financial Economics · 1981 · 218 citations

, , +7

Convertible Securities and Venture Capital Finance

Klaus M. Schmidt · The Journal of Finance · 2001 · 137 citations · Full text

, , +14

Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings

Allan C. Eberhart, William Thomas Moore, Rodney L. Roenfeldt · The Journal of Finance · 1990 · 53 citations

, , +15

1–5 of 16

Authors

22

  1. PV
    Patrick Verwijmeren

    Erasmus University Rotterdam, Netherlands

    4 publications · 99 citations

    4

    h-index

  2. RL
    Rodney L. Roenfeldt

    University of South Carolina, United States

    2 publications · 345 citations

    2

    h-index

  3. CM
    Craig M. Lewis

    Vanderbilt University, United States

    2 publications · 53 citations

    2

    h-index

  4. WT
    William T. Moore

    University of South Carolina, United States

    2 publications · 343 citations

    2

    h-index

  5. AC
    Allan C. Eberhart

    Georgetown University, United States

    2 publications · 345 citations

    2

    h-index

1–5 of 22

Institutions

13

  1. The University of Melbourne

    Melbourne, Australia

    2 h-index

    3 publications

    74 citations

  2. Vanderbilt University

    Nashville, United States

    2 h-index

    2 publications

    53 citations

  3. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    35 citations

  4. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    1 h-index

    1 publications

    42 citations

  5. Dartmouth College

    Hanover, United States

    1 h-index

    1 publications

    218 citations

  6. United States Securities and Exchange Commission

    Washington, United States

    1 h-index

    1 publications

    42 citations

  7. Centro de Estudios Monetarios y Financieros

    Madrid, Spain

    1 h-index

    2 publications

    74 citations

  8. University of Tennessee at Knoxville

    Knoxville, United States

    1 h-index

    2 publications

    20 citations

1–8 of 13

Venues

  1. The Journal of Finance

    3 publications · 482 citations

    3

    h-index

  2. Journal of Financial Economics

    3 publications · 746 citations

    3

    h-index

  3. Financial Management

    FM · 2 publications · 47 citations

    2

    h-index

  4. Data Archiving and Networked Services (DANS)

    Repository · 1 publications · 22 citations

    1

    h-index

  5. Journal of Futures Markets

    1 publications · 26 citations

    1

    h-index

1–5