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11.
American-style Indexed Executive Stock Options 总被引:3,自引:0,他引:3
Peter Løchte Jørgensen 《European Finance Review》2002,6(3):321-358
This paper develops a new pricing model for American-style indexed executive stock options. We rely on a basic model framework and an indexation scheme first proposed by Johnson and Tian (2000a) in their analysis of European-style indexed options. Our derivation of the valuation formula represents an instructive example of the usefulness of the change-of-numeraire technique. In the paper's numerical section we implement the valuation formula and demonstrate that not only may the early exercise premium be significant but also that the delta of the American-style option is typically much larger than the delta of the otherwise identical (value-matched) European-style option. Vega is higher for indexed options than for conventional options but largely independent of whether the options are European- or American-style. This has important implications for the design of executive compensation contracts. We finally extend the analysis to cover the case where the option contracts are subject to delayed vesting. We show that for realistic parameter values, delayed vesting leads only to a moderate reduction in the value of the American-style indexed executive stock option. 相似文献
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ChihYing Chen† 《Journal of Business Finance & Accounting》2003,30(7-8):941-974
A sample of firms where employee stock options and other long‐term incentives are absent but an annual bonus is required is examined. A positive relation is found between firm equity value and stock bonus but not cash bonus. The positive relation is stronger when the firm has greater investment opportunities. Additionally, the relation is shown to be nonlinear in the sense that the marginal effect of stock bonus on equity value is positive but decreasing (negative) when the stock bonus is below (above) the breakpoint. Overall, the annual stock bonus is valued positively by investors even though it is linked to the firm's contemporaneous but not future performance. 相似文献
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OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS 总被引:1,自引:0,他引:1
This paper extends the work of Ross (1976; Q. J. Econ. (90)1, 75–89) to multidate security markets. First, we show that if a primitive security separates states at the terminal date, then there exist multiperiod European options on that security generating dynamically complete markets. Second, we show that if a primitive security conditionally separates states at the terminal date, then there exist multiperiod European options on that security generating generically dynamically complete markets provided that certain conditions hold. Third, we show that there are economies for which the minimum number of multiperiod European options on a primitive security generating generically dynamically complete markets is relatively large. Finally, we show that in these economies, a relatively small number of multiperiod European options on possibly different portfolio strategies of primitive securities generates generically dynamically complete markets. 相似文献
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This paper gives a tree-based method for pricing American options in models where the stock price follows a general exponential Lévy process. A multinomial model for approximating the stock price process, which can be viewed as generalizing the binomial model of Cox, Ross, and Rubinstein (1979) for geometric Brownian motion, is developed. Under mild conditions, it is proved that the stock price process and the prices of American-type options on the stock, calculated from the multinomial model, converge to the corresponding prices under the continuous time Lévy process model. Explicit illustrations are given for the variance gamma model and the normal inverse Gaussian process when the option is an American put, but the procedure is applicable to a much wider class of derivatives including some path-dependent options. Our approach overcomes some practical difficulties that have previously been encountered when the Lévy process has infinite activity. 相似文献
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This paper develops a real option model in which the interaction between debt, liquidation policy and risky investments is studied. We consider a manager who owns the firm and faces the opportunity to invest in risky projects which may boost current profits at the cost of bankruptcy if they turn out to be unsuccessful. These investments are “last resort gambles” in the sense that, if successful, they save the company from insolvency, while, if unsuccessful, they make liquidation unavoidable. It is shown that last resort gambles delay liquidation. We study how the liquidation trigger and the last resort investment decisions are affected by the firm's capital structure. 相似文献
19.
Understanding the Large Negative Impact of Oil Shocks 总被引:1,自引:0,他引:1
This paper offers a plausible explanation for the close link between oil prices and aggregate macroeconomic performance in the 1970s. Although this link has been well documented in the empirical literature, standard economic models are not able to replicate this link when actual oil prices are used to simulate the models. In particular, standard models cannot explain the depth of the recession in 1974–75 and the strong revival in 1976–78 based on the oil price movements in that period. This paper argues that a missing multiplier-accelerator mechanism from standard models may hold the key. 相似文献
20.
新会计准则对企业的税务影响主要是相对影响,着重表现在对企业所得税费用的影响,但也有绝对影响,即对应纳所得税额的影响。本文结合实例分析新会计准则在投资性房地产等业务处理上适度引入"公允价值"作为会计核算计量模式后的税务影响。 相似文献