Payoff Analysis: A Primer for Theoretical Valuation

George A. Philips

Chapter 3 in Convertible Bond Markets, 1997, pp 30-37 from Palgrave Macmillan

Abstract: Abstract In order to gain a true understanding of convertible bond pricing, we want to focus on what is known as ‘payoff analysis’. This will enable us to study what appear to be identical or similar portfolios of securities. For those not familiar with this approach, it may take a little work to really grasp the point, but we believe this to be necessary. Furthermore, it will be used on other occasions throughout the book.

Keywords: Call Option; Share Price; Payoff Analysis; Exercise Price; Convertible Bond (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-349-14385-6_3

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DOI: 10.1007/978-1-349-14385-6_3

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