Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 58-77 of 439
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Article
Complete Prepayment Models for Mortgage-Backed Securities
(1992)The estimation of prepayment rates for pools of mortgages is a critical component in determining the value of mortgage-backed securities—MBS for short—and derivative products. This paper discusses the development of ...
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Article
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Book
Computer science and operations research : new developments in their interfaces
(Pergamon Press, 1992)
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Article
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Article
Contingent Convertible Bonds for Sovereign Debt Risk Management
(2018)We consider convertible bonds that contractually stipulate payment standstill, contingent on a market indicator of a sovereign’s credit worthiness breaching a distress threshold. This financial innovation limits ex ante ...
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Working Paper Open Access
Contingent convertible bonds for sovereign debt risk management
(The Wharton Financial Institutions Center. The Wharton School, University of Pennsylvania, PA., 2015-11)We consider convertible bonds that contractually stipulate payment standstill, contingent on a market indicator of a sovereign's creditworthiness breaching a distress threshold. This financial innovation limits ex-ante the ...
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Book Chapter
Controlling Currency Risk with Options or Forwards
(Springer, 2007)
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Book Chapter
Controlling currency risk with options or forwards
(Springer International Publishing, 2008)
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Book
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Article
Corporate liquidity and dividend policy under uncertainty
(2016)We examine optimal liquidity (retained earnings) and dividend choice incorporating debt financing with risk of default and bankruptcy costs as well as growth options under revenue uncertainty. We revisit the conditions for ...
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Article
Credit Risk Modelling Under Recessionary and Financial Distressed Conditions
(2016)This paper provides clear cut evidence that recessionary and financial distressed conditions, as well as banning foreclosure laws, often introduced by governments to mitigate the effects of the economic and/or financial ...
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Article
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Book