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business, 5 stock exchange requirements, 8 structuring, 33-42, 390-397 synergies, 34-35, 388 target shareholders, 35 Actual actual, actual 365 (or 360) see Daycount convention Adjusted Present Sstem (APV), 183 American option see Derivatives options Annuity, 158 Arbitrage Arbitrage Pricing Theory, 175 cash and carry, 225 interest rates, 26, 130, 136 option pricing, 244-246 replicating cash flows, 114-115, 29 reverse cash and carry, 228 stripping bonds, 216 Arithmetic average return, 170 Tfade see Insolvency Banks bank relationships, 44 syndicated loans, 48 Basis see Derivatives futures Beta see Discount rate cost of equity interest rate futures hedge ratio, 107 Bills of exchange, 90 Binomial distribution, 263-267 Binomial model see Derivatives options Binomial trees see Derivatives options trinomial trees, 288 Black-Scholes see Derivatives options Bonds, 61-67, 205-224 benefits for borrower, 65 corporate bonds, 61-67 callable, 46, 65, 75, 298 convertible, 46, 64, 65-67, 297-307 benefits for holder, 297 conversion price, 65-66 conversion ratio, 65-66, 297 conversion value, 66, 297 pricing, 66-67, 297-307 binomial model, 300-307 Black-Scholes model, seekly callable, 67, 304 conversion premium, 66 debt vs.
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PACE 16: 1240 63. Itisjustaquestionofcheckingthatcσkσk(cσl)a(σk,σl)cσkl witha(σk,σl) as in the previous problem. 13-22a,b) (9.
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