Inaug.-Diss.--Frankfurt a. Main. / Text in German. Lebenslauf. "Literaturverzeichnis": p. [103]-105.

Thesis (Ph. D.)--#

Inaug.-Diss.--Frankfurt a. Main. / Text in German. Lebenslauf. "Literaturverzeichnis": p. [103]-105.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1973. / Vita. Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1966. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

The purpose of this thesis is to empirically investigate the role of duration in explaining bond price volatility caused by interest rate movements. Specifically, Canadian and American market data are used to test whether Macaulay/Fisher and Weil duration is an adequate measure of basis risk for default-free government bonds during the 20-year sample period January 1961 to December 1980. The most important result of the study is that in either a Canadian or an American context there is no significant evidence to suggest that, on average, higher duration bonds earn higher returns. Specifically, there appears to be a negative, although insignificant, relationship on average between bond returns and duration. A possible explanation for this result is that interest rates have trended upwards over most of the sample period. American results suggest that when changes in the level of interest rates have been filtered out there is a positive, although insignificant, relationship between bond returns and duration. Other results of the study are that coupon rates are positively related to bond returns (perhaps due to a tax effect), and that bond pricing errors are often related to subsequent returns. / Business, Sauder School of / Graduate

The purpose of the present work is to study the effects of the trimethylsilyl and trimethylgermyl substituents on the N,N-dimethylamino ring system. Both ground and excited state interactions were studied and their magnitudes determined. The experimental data were then used in conjunction with molecular orbital calculations to differentiate among, and determine the importance of, d-p bonding, hyperconjugation or polarization of the trimethylsilyl group on the ground and excited state bonding.

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 51). Also available in electronic version. Access restricted to campus users.

Thesis ( (M.Sc.)(Mathematics and Applied Mathematics)--University of Pretoria, 2009. / Summary in English. Includes bibliographical references.

Thesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Graduate School of Business Administration, 2013. / Corporations often find it difficult to raise capital in illiquid markets such as most African markets and if they do they pay a premium which is not only costly to them but also propagates illiquidity in these markets. Convertible bonds provide a cheaper source of nancing for issuers with the optionality of maintaining targeted capital structures. However, these instruments are not popular in these markets as they are less understood compared to their conventional counterparts and if used are often mispriced. The main objective of this research is to provide a valua- tion framework for structured bonds, speci cally convertible bonds where market imperfections such as illiquidity are prevalent. This will entail customising the standard valuation framework so that these market imperfections are incorporated in the model. The valuation framework of the convertible bond is then applied to an illiquid market where several deviations from the perfect-market benchmarks exist and then observe what e ect these deviations have by comparing the theo- retical value to that of a convertible bond assuming the market is liquid.