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1 is the security s conversion value the value of the security if it is converted into stock This line is obtained by multiplying the conversion ratio by the share price The conversion value thus rises and falls with the value of the company s stock Because the holder of the convertible can either ignore the conversion option and hold the bond until maturity or convert it, the convertible has to be worth at least the higher of its bond-only value or its conversion value In fact, the convertible is actually worth more, because the convertible holder has the option to convert the bond at his or her discretion The light solid line in Exhibit 41 gives the value of the convertible re ecting this option.



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To turn off the read-only feature, right-click (Control+click) the file in the Files panel and, from the context menu, choose Turn Off Read Only. (The Turn Off Read Only option is called Unlock on the Macintosh.)





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Why is the convertible s value greater than either its bond value or its conversion value First, assume the company s share price is low, so that the convertible holder would not choose to redeem the convertible for stock, but would rather keep the bond and receive its face value at maturity (More formally, the convertible s current bond value exceeds its conversion value) There is the chance, however, that the stock price could rise substantially at some point prior to the maturity of the bond, so that the bondholder would want to redeem the convertible for the stock (More formally, the bond s conversion value exceeds its bond value) As long as there exists some chance of converting favorably into stock, the convertible must trade for more than the otherwise identical straight bond represented by its bond-only value.

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Second, assume the stock price is high and the convertible s conversion value exceeds its bond value It would seem to make more sense to convert the bond into stock rather than hold it to maturity and redeem it for face value In this case, however, there is the chance that the stock price could fall substantially before the convertible reaches maturity; if that were to happen, the convertible holder s downside would be limited by the convertible s bond value An investor would therefore prefer the convertible to an unprotected stock position equal in value to the convertible s conversion value..

Finally, we have introduced the advanced book search engine, the SearchEngine program - one of the major components of the VBS project, and described how the program is developed based on what we have set out in this chapter.

Theorem 8.1. Let X be a stochastic process with parameter set [0, 1] verifying the hypotheses H2k of Section 7.2. We also assume that E(X(t)) = 0 and Var(X(t)) = 1. Then, as u + , F (k) (u) ( 1)k 1 uk u2 /2 e 2

20 40 60 80 100 120 400

Wavenumber (cm 1)

echo 5000 1000 900 1400 0.37333333 1 1 1 1 1 | account # Account TR Contr P&L Ratio 0 5000 1 1 1000 0.75

16 20 16 28 19 21 20 20 28 20.4

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Using CQG, the programming code for our slow stochastics mean reversion system with CCI filter, 1.5 percent stop loss, and 15-day time exit is written in this way: Add This Third Condition to Both Long and Short Exits:

SECTION 14.2. Cauchy s Integral Theorem, page 646 Purpose. To discuss and prove the most important theorem in this chapter, Cauchy s integral theorem, which is basic by itself and has various basic consequences to be discussed in the remaining sections of the chapter.

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