Ma Kai. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 58-60). / Abstracts in English and Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Executive Options Repricing --- p.5 / Chapter 2.1 --- Plan Restrictions --- p.5 / Chapter 2.2 --- Corporate Governance Issues --- p.7 / Chapter 2.3 --- Securities Law Issues --- p.9 / Chapter 2.4 --- Accounting Issues --- p.10 / Chapter Chapter 3 --- Literature Review --- p.15 / Chapter 3.1 --- Options Repricing --- p.15 / Chapter 3.2 --- The Valuation of Executive Stock Options --- p.18 / Chapter 3.3 --- Extant Executive Stock Options Valuation Models --- p.19 / Chapter Chapter 4 --- Methodology --- p.23 / Chapter Chapter 5 --- Numerical Results --- p.26 / Chapter 5.1 --- Parameters Specification ´ؤ Base Case --- p.26 / Chapter 5.2 --- Value Line --- p.27 / Chapter 5.3 --- Incentive Effect --- p.28 / Chapter 5.4 --- Black-Scholes Neutral Repricing --- p.30 / Chapter Chapter 6 --- Parameters Sensitivity --- p.35 / Chapter 6.1 --- Compensation Package Composition --- p.35 / Chapter 6.2 --- Outside Wealth --- p.38 / Chapter 6.3 --- Beta --- p.41 / Chapter 6.4 --- Total Volatility of the Company Stock Price --- p.44 / Chapter 6.5 --- The Coefficient of the Constant Relative Risk Aversion of the Executive --- p.48 / Chapter Chapter 7 --- Conclusion --- p.51 / Appendix: Matlab Programs --- p.54 / References --- p.58 / Figures and Tables --- p.61
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324689 |
| Date | January 2004 |
| Contributors | Ma, Kai., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, iv, 88 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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