2. If the convertible bond is callable after the first year when the prevailing price of the...

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2. If the convertible bond is callable after the first year when the prevailing price of the share exceeds the conversion price by more than 30% explain how a binomial or trinomial tree could be adapted to reflect this feature.

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Financial Engineering

ISBN: 9780333737859

1st Edition

Authors: Brian Anthony Eales

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Question Posted: Oct 26, 2024 03:00 AM

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2. If the convertible bond is callable after the first year when the prevailing price of the...

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Financial Engineering

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