Download This PaperConvertible Unsecured Loan Stocks
10 Pages Posted: 5 Apr 2010
Abstract
This case concerns an analyst who must value a new type of derivative. Three versions of the derivative are described in the case, each requiring a different valuation approach. The case is an exercise in thinking about what the payoff of a derivative is and, based on that, how it should be valued.
Keywords: option valuation, derivatives
Suggested Citation: Suggested Citation
Conroy, Robert M., Convertible Unsecured Loan Stocks. Darden Case No. UVA-F-1228, Available at SSRN: https://ssrn.com/abstract=1583730 or http://dx.doi.org/10.2139/ssrn.1583730
Robert M. Conroy (Contact Author)
University of Virginia - Darden School of Business ( email )
P.O. Box 6550
Charlottesville, VA 22906-6550
United States
HOME PAGE: http://www.darden.virginia.edu/faculty/conroy.htm
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