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Pricing levered warrants with dilution using observable variables
(Taylor & Francis, 2013)
Artículo / Artikulua,
We propose a valuation framework for pricing European call warrants on the issuer's own stock that allows for debt in the issuer firm. In contrast to other works which also price warrants with dilution issued by levered ...
Does default probability matter in Latin American emerging markets?
(Taylor & Francis, 2013)
Artículo / Artikulua,
We analyse the impact of default probability in four leading Latin American stock markets (Argentina, Brazil, Chile and Mexico). We find no positive default risk premium except in the case of Brazil, and in fact find a ...