University of Reading

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• Pricing Convertible Bonds by Simulation

  BNET - 2004-08-01

  Convertible bonds are complex hybrid securities subject to multiple sources of risk. Many exhibit exotic path dependent features. Monte Carlo simulation methods are usually the favorite choice for solving high-dimensional problems and pricing path dependent securities. This paper breaks away from the tradition established in the literature of pricing convertible...

  Tags: Bond, Pricing Strategy, University Of Reading, Monte Carlo Simulation Method, Pricing, Marketing Research, Investment, Marketing, Finance

• Lease Structures, Terms and Lengths: Does the UK Lease Meet Current Business Requirements?

  BNET - 2001-02-01

  The paper is based on a survey of the membership of a number of occupier interest groups. It reviews a survey's quantitative data and provides statistics on the level of concern within occupiers. It also presents an analysis of different sub-groups of respondents in order to identify those who feel...

  Tags: U.K., Survey, University Of Reading, Marketing Research, Marketing

• Pricing Short Leases and Break Clauses Using Simulation Methodology

  BNET - 2000-06-02

  This paper examines the changes in the length of commercial property leases over the period 1990 - 2000 and presents an analysis of the consequent investment and occupational pricing implications for commercial property investments. The paper argues that the pricing implications of a short lease to an investor are contingent...

  Tags: Pricing Strategy, University Of Reading, Pricing, Marketing Research, Marketing