Date/Time: Wednesday 08:00-09:30
Room: John Adams
Chair: Ivilina Popova
Chair Address: Purdue Univ., 1310 Krannert Bldg., W Lafayette, IN 47907 ,
The Buyer-Supplier Relationship: Its Effect on Shareholder Value Vidyanand Choudhary, Alok Chaturvedi --- Purdue Univ., Krannert Sch. of Mgmt., 1310 Krannert Bldg., W Lafayette, IN 47906 , (email@example.com)
- This study examines the stock prices of automobile manufacturers on¨ their suppliers to see whether the amount of goods and services¨ traded among them has an impact on the degree to which their¨ fortunes are related. We do this through statistical analysis and¨ visualization of the data and the results.
Option Pricing Under Mixture of Distributions Ivilina Popova --- Purdue Univ., 1310 Krannert Bldg., W Lafayette, IN 47907 , (firstname.lastname@example.org)
- We develop a model for pricing options when the underlying follows a¨ discrete mixture of 2 normal distributions. We derive analytical¨ solutions under modest preference restrictions.
A Comprehensive Quantitative Model for Analyzing Bond Refunding Decisions Lawrence S. Tai, Zbigniew H. Przasnyski --- Loyola Marymount Univ., Coll. of Bus., 7900 Loyola Blvd., Los Angeles, CA 90045-8385, (email@example.com)
- We present a comprehensive quantitative model that assists¨ corporations to decide whether to refund a bond issue and to select¨ the best refunding option. Unlike prior studies, the model can¨ handle a variable overlap period, floating-rate bonds and old and¨ new bonds with different terms to maturity.
Real Estate Mortgages: A Computer Model for Evaluating Refinancing Strategies Zbigniew H. Przasnyski, Lawrence S. Tai --- Loyola Marymount Univ., Coll. of Bus., 7900 Loyola Blvd., Los Angeles, CA 90045-8385, (firstname.lastname@example.org)
- When a borrower refinances a mortgage, choices have to be made¨ between fixed-rate and adjustable-rate loans based on expectations¨ of future interest rates and the expected holding period of the¨ loan. This paper presents a computer model that assists the borrower¨ in selecting the best refinancing option.