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Convertibles as an Asset Class - an Empirical Analysis - Oliver Bruemmer
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
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Oliver Bruemmer:

Convertibles as an Asset Class - an Empirical Analysis - neues Buch

2011, ISBN: 9783640873845

ID: 8646cc2299f0a7c098d075cf8b59d050

Convertibles as an Asset Class - an Empirical Analysis Master Thesis from the year 2011 in the subject Business economics - Investment and Finance, grade: 2,0, Humboldt-University of Berlin, language: English, abstract: Convertible bonds represent one of the most complex financial securities in the global capital markets. Convertibles are a hybrid financial product between debt and equity. The plain vanilla convertible bond consists of a fixed-income component and a conver-sion option on an underlying equity component. Further to this basic construction, a va-riety of possible additional options, either for the issuer or the holder of the security, can be engineered. Relative strength and dominance of the US and Asia/Pacific convertible markets has resulted in a substantial body of empirical literature on the performance of the securities in these markets. However, convertibles issued in Europe and its member countries have not been subject to many studies and analyses. This is surprising with regard to the recent dynamic development of the European convertible market.Analyzing the behavior of convertible bonds holds important implications for private and institutional investors in their quest for alternative investment opportunities. Both are particularly interested in investment opportunities that provide them with a wider investment opportunity set or with a possibility to circumvent investment or tax regula-tions. Therefore, it is necessary in a first step to examine unique characteristics of convertible bonds and determine whether these features make the security a distinct asset class.The goal of this empirical study is twofold. First, it examines the behavior of convertible bonds in Europe and Germany. The examination is inspired by the analysis of Ranaldo/Eckmann (2004). Their study will be updated, critically reviewed, and extended. The second part of this study emphasizes the changing nature of convertibles in times of economic recession and boom periods. The observation period is split in these economic cycles and investigation of debt/equity exposure is undertaken separately. In a last step, this study employs a rolling window regression model adapted from Sharpe (1992), in order to visualize the moving average debt/equity exposure over the chosen observation period. Bücher / Fachbücher / Wirtschaft / Betriebswirtschaft 978-3-640-87384-5, GRIN Verlag

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Convertibles as an Asset Class - an Empirical Analysis - Oliver Bruemmer
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)

Oliver Bruemmer:

Convertibles as an Asset Class - an Empirical Analysis - neues Buch

2011, ISBN: 9783640873845

ID: 691090301

Master Thesis from the year 2011 in the subject Business economics - Investment and Finance, grade: 2,0, Humboldt-University of Berlin, language: English, abstract: Convertible bonds represent one of the most complex financial securities in the global capital markets. Convertibles are a hybrid financial product between debt and equity. The plain vanilla convertible bond consists of a fixed-income component and a conver-sion option on an underlying equity component. Further to this basic construction, a va-riety of possible additional options, either for the issuer or the holder of the security, can be engineered. Relative strength and dominance of the US and Asia/Pacific convertible markets has resulted in a substantial body of empirical literature on the performance of the securities in these markets. However, convertibles issued in Europe and its member countries have not been subject to many studies and analyses. This is surprising with regard to the recent dynamic development of the European convertible market.Analyzing the behavior of convertible bonds holds important implications for private and institutional investors in their quest for alternative investment opportunities. Both are particularly interested in investment opportunities that provide them with a wider investment opportunity set or with a possibility to circumvent investment or tax regula-tions. Therefore, it is necessary in a first step to examine unique characteristics of convertible bonds and determine whether these features make the security a distinct asset class.The goal of this empirical study is twofold. First, it examines the behavior of convertible bonds in Europe and Germany. The examination is inspired by the analysis of Ranaldo/Eckmann (2004). Their study will be updated, critically reviewed, and extended. The second part of this study emphasizes the changing nature of convertibles in times of economic recession and boom periods. The observation period is split in these economic cycles and investigation of debt/equity exposure is undertaken separately. In a last step, this study employs a rolling window regression model adapted from Sharpe (1992), in order to visualize the moving average debt/equity exposure over the chosen observation period. Convertibles as an Asset Class - an Empirical Analysis Bücher > Fachbücher > Wirtschaft > Betriebswirtschaft Taschenbuch 24.03.2011, GRIN, .201

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Convertibles as an Asset Class - an Empirical Analysis - Oliver Bruemmer
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Oliver Bruemmer:
Convertibles as an Asset Class - an Empirical Analysis - neues Buch

2011

ISBN: 9783640873845

ID: 1088a229d318ba16a28c076e6fe10512

Convertibles as an Asset Class - an Empirical Analysis Master Thesis from the year 2011 in the subject Business economics - Investment and Finance, grade: 2,0, Humboldt-University of Berlin, language: English, abstract: Convertible bonds represent one of the most complex financial securities in the global capital markets. Convertibles are a hybrid financial product between debt and equity. The plain vanilla convertible bond consists of a fixed-income component and a conver-sion option on an underlying equity component. Further to this basic construction, a va-riety of possible additional options, either for the issuer or the holder of the security, can be engineered. Relative strength and dominance of the US and Asia/Pacific convertible markets has resulted in a substantial body of empirical literature on the performance of the securities in these markets. However, convertibles issued in Europe and its member countries have not been subject to many studies and analyses. This is surprising with regard to the recent dynamic development of the European convertible market.Analyzing the behavior of convertible bonds holds important implications for private and institutional investors in their quest for alternative investment opportunities. Both are particularly interested in investment opportunities that provide them with a wider investment opportunity set or with a possibility to circumvent investment or tax regula-tions. Therefore, it is necessary in a first step to examine unique characteristics of convertible bonds and determine whether these features make the security a distinct asset class.The goal of this empirical study is twofold. First, it examines the behavior of convertible bonds in Europe and Germany. The examination is inspired by the analysis of Ranaldo/Eckmann (2004). Their study will be updated, critically reviewed, and extended. The second part of this study emphasizes the changing nature of convertibles in times of economic recession and boom periods. The observation period is split in these economic cycles and investigation of debt/equity exposure is undertaken separately. In a last step, this study employs a rolling window regression model adapted from Sharpe (1992), in order to visualize the moving average debt/equity exposure over the chosen observation period. Bücher / Fachbücher / Wirtschaft / Betriebswirtschaft 978-3-640-87384-5, GRIN

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Convertibles as an Asset Class - an Empirical Analysis - Oliver Bruemmer
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Oliver Bruemmer:
Convertibles as an Asset Class - an Empirical Analysis - neues Buch

2011, ISBN: 9783640873845

ID: 116724364

Master Thesis from the year 2011 in the subject Business economics - Investment and Finance, grade: 2,0, Humboldt-University of Berlin, language: English, abstract: Convertible bonds represent one of the most complex financial securities in the global capital markets. Convertibles are a hybrid financial product between debt and equity. The plain vanilla convertible bond consists of a fixed-income component and a conver-sion option on an underlying equity component. Further to this basic construction, a va-riety of possible additional options, either for the issuer or the holder of the security, can be engineered. Relative strength and dominance of the US and Asia/Pacific convertible markets has resulted in a substantial body of empirical literature on the performance of the securities in these markets. However, convertibles issued in Europe and its member countries have not been subject to many studies and analyses. This is surprising with regard to the recent dynamic development of the European convertible market. Analyzing the behavior of convertible bonds holds important implications for private and institutional investors in their quest for alternative investment opportunities. Both are particularly interested in investment opportunities that provide them with a wider investment opportunity set or with a possibility to circumvent investment or tax regula-tions. Therefore, it is necessary in a first step to examine unique characteristics of convertible bonds and determine whether these features make the security a distinct asset class. The goal of this empirical study is twofold. First, it examines the behavior of convertible bonds in Europe and Germany. The examination is inspired by the analysis of Ranaldo/Eckmann (2004). Their study will be updated, critically reviewed, and extended. The second part of this study emphasizes the changing nature of convertibles in times of economic recession and boom periods. The observation period is split in these economic cycles and investigation of debt/equity exposure is undertaken separately. In a last step, this study employs a rolling window regression model adapted from Sharpe (1992), in order to visualize the moving average debt/equity exposure over the chosen observation period. Convertibles as an Asset Class - an Empirical Analysis Buch (dtsch.) Bücher>Fachbücher>Wirtschaft>Betriebswirtschaft, GRIN

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Convertibles as an Asset Class - an Empirical Analysis - Oliver Bruemmer
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Oliver Bruemmer:
Convertibles as an Asset Class - an Empirical Analysis - neues Buch

2011, ISBN: 9783640873845

ID: 116724364

Master Thesis from the year 2011 in the subject Business economics - Investment and Finance, grade: 2,0, Humboldt-University of Berlin, language: English, abstract: Convertible bonds represent one of the most complex financial securities in the global capital markets. Convertibles are a hybrid financial product between debt and equity. The plain vanilla convertible bond consists of a fixed-income component and a conver-sion option on an underlying equity component. Further to this basic construction, a va-riety of possible additional options, either for the issuer or the holder of the security, can be engineered. Relative strength and dominance of the US and Asia/Pacific convertible markets has resulted in a substantial body of empirical literature on the performance of the securities in these markets. However, convertibles issued in Europe and its member countries have not been subject to many studies and analyses. This is surprising with regard to the recent dynamic development of the European convertible market.Analyzing the behavior of convertible bonds holds important implications for private and institutional investors in their quest for alternative investment opportunities. Both are particularly interested in investment opportunities that provide them with a wider investment opportunity set or with a possibility to circumvent investment or tax regula-tions. Therefore, it is necessary in a first step to examine unique characteristics of convertible bonds and determine whether these features make the security a distinct asset class.The goal of this empirical study is twofold. First, it examines the behavior of convertible bonds in Europe and Germany. The examination is inspired by the analysis of Ranaldo/Eckmann (2004). Their study will be updated, critically reviewed, and extended. The second part of this study emphasizes the changing nature of convertibles in times of economic recession and boom periods. The observation period is split in these economic cycles and investigation of debt/equity exposure is undertaken separately. In a last step, this study employs a rolling window regression model adapted from Sharpe (1992), in order to visualize the moving average debt/equity exposure over the chosen observation period. Convertibles as an Asset Class - an Empirical Analysis Buch (dtsch.) Bücher>Fachbücher>Wirtschaft>Betriebswirtschaft, GRIN

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Convertibles as an Asset Class - an Empirical Analysis
Autor:

Oliver Bruemmer

Titel:

Convertibles as an Asset Class - an Empirical Analysis

ISBN-Nummer:

9783640873845

Master Thesis from the year 2011 in the subject Business economics - Investment and Finance, grade: 2,0, Humboldt-University of Berlin, language: English, abstract: Convertible bonds represent one of the most complex financial securities in the global capital markets. Convertibles are a hybrid financial product between debt and equity. The plain vanilla convertible bond consists of a fixed-income component and a conver-sion option on an underlying equity component. Further to this basic construction, a va-riety of possible additional options, either for the issuer or the holder of the security, can be engineered. Relative strength and dominance of the US and Asia/Pacific convertible markets has resulted in a substantial body of empirical literature on the performance of the securities in these markets. However, convertibles issued in Europe and its member countries have not been subject to many studies and analyses. This is surprising with regard to the recent dynamic development of the European convertible market.Analyzing the behavior of convertible bonds holds important implications for private and institutional investors in their quest for alternative investment opportunities. Both are particularly interested in investment opportunities that provide them with a wider investment opportunity set or with a possibility to circumvent investment or tax regula-tions. Therefore, it is necessary in a first step to examine unique characteristics of convertible bonds and determine whether these features make the security a distinct asset class.The goal of this empirical study is twofold. First, it examines the behavior of convertible bonds in Europe and Germany. The examination is inspired by the analysis of Ranaldo/Eckmann (2004). Their study will be updated, critically reviewed, and extended. The second part of this study emphasizes the changing nature of convertibles in times of economic recession and boom periods. The observation period is split in these economic cycles and investigation of debt/equity exposure is undertaken separately. In a last step, this study employs a rolling window regression model adapted from Sharpe (1992), in order to visualize the moving average debt/equity exposure over the chosen observation period.

Detailangaben zum Buch - Convertibles as an Asset Class - an Empirical Analysis


EAN (ISBN-13): 9783640873845
ISBN (ISBN-10): 364087384X
Erscheinungsjahr: 2011
Herausgeber: Grin Verlag

Buch in der Datenbank seit 09.02.2015 19:17:28
Buch zuletzt gefunden am 22.10.2016 09:04:31
ISBN/EAN: 9783640873845

ISBN - alternative Schreibweisen:
3-640-87384-X, 978-3-640-87384-5

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