Yuriy Zabolotnyuk

Carleton University

1125 Colonel By Drive

Ottawa, Ontario K1S5B6

Canada

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 19,693

in Total Papers Downloads

2,906

SSRN CITATIONS

5

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

An Empirical Comparison of Convertible Bond Valuation Models

Number of pages: 54 Posted: 25 Jun 2007 Last Revised: 18 Oct 2009
Yuriy Zabolotnyuk, Robert A. Jones and Chris Veld
Carleton University, Simon Fraser University (SFU) - Department of Economics and Monash University
Downloads 2,085 (8,277)
Citation 9

Abstract:

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convertible bonds, credit risk, Ayache-Forsyth-Vetzal model, Brennan-Schwartz model, Tsiveriotis-Fernandes model

2.

Put-Call Parity and the Early Exercise Premium for Currency Options

Number of pages: 8 Posted: 19 Oct 2005
Chris Veld, Geoffrey Poitras and Yuriy Zabolotnyuk
Monash University, Simon Fraser University (SFU) - Finance Area and Carleton University
Downloads 445 (75,615)

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Put-call parity, currency options, early exercise premium, Black-Scholes option pricing model

Wealth Effects of Seasoned Equity Offerings: A Meta Analysis

Number of pages: 51 Posted: 02 Dec 2015 Last Revised: 22 Jun 2018
Chris Veld, Patrick Verwijmeren and Yuriy Zabolotnyuk
Monash University, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Carleton University
Downloads 208 (170,425)
Citation 2

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4.

The Optimal Call Policy for Convertible Bonds: Is There a Market Memory Effect

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 26 Posted: 20 Oct 2009 Last Revised: 24 Apr 2011
Chris Veld and Yuriy Zabolotnyuk
Monash University and Carleton University
Downloads 117 (275,291)
Citation 1

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convertible bonds, optimal call policy, market memory

5.

European Put-Call Parity and the Early Exercise Premium for American Currency Options

Multinational Finance Journal, Vol. 13, No. 1/2, p. 39-54, 2009
Number of pages: 16 Posted: 26 Jun 2015
Geoffrey Poitras, Chris Veld and Yuriy Zabolotnyuk
Simon Fraser University (SFU) - Finance Area, Monash University and Carleton University
Downloads 51 (443,712)

Abstract:

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European put-call parity; currency options; early exercise premium