University of Reading

News & Analysis

pricing strategy and university of reading - All News and Analysis

• 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

• A Question of Value; a Discussion of Property Pricing and Definitions of Value

  BNET - 2002-12-12

  Valuation is often said to be "an art not a science" but this relates to the techniques employed to calculate value not to the underlying concept itself. Valuation practice has documented different bases of value or definitions of value both internationally and nationally. This paper discusses these definitions and suggests...

  Tags: Valuation, Pricing Strategy, Definition, University Of Reading, Valuation Practice, Investment, Finance

• 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