{"id":"W7025407392","doi":"","title":"Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity.","year":2018,"lang":"en","type":"dissertation","venue":"Sussex Research Online (University of Sussex)","topic":"Radiation Effects in Electronics","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Convertible bond; Convertible arbitrage; Callable bond; Bond valuation; Convertible; Volatility (finance); Bond; Zero-coupon bond","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001155833,0.0003125253,0.0005732096,0.0009395982,0.0003764104,0.00004583245,0.0002583928,0.0004122855,0.0000372904],"category_scores_gemma":[0.0001692148,0.0003685147,0.00005586942,0.0007195137,0.0004439827,0.0005761999,0.00006005684,0.0008957991,0.000002228173],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003347145,"about_ca_system_score_gemma":0.0007554847,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002175414,"about_ca_topic_score_gemma":0.008516766,"domain_scores_codex":[0.9976516,0.0002143294,0.0003641634,0.0004727867,0.0007789088,0.0005181836],"domain_scores_gemma":[0.9979745,0.0002741874,0.0003075347,0.0003392322,0.0009422643,0.0001623169],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.004395412,0.0005860292,0.007913934,0.01005421,0.00190955,0.00006004991,0.01881345,0.7608016,0.1787138,0.002297874,0.00174564,0.01270854],"study_design_scores_gemma":[0.001546148,0.0004811886,0.003453179,0.0002958766,0.0001910896,0.000005668019,0.004337108,0.9817389,0.006824753,0.0007050243,0.00008542233,0.0003355932],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9920876,0.0008522639,0.005496036,0.00004723315,0.00008022901,0.0006549467,0.0001347189,0.00007767792,0.0005692755],"genre_scores_gemma":[0.9903781,0.001481003,0.006330851,0.000002766456,0.00006131084,0.000001695936,0.0006795168,0.00007282029,0.0009919687],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2209374,"threshold_uncertainty_score":0.9998767,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03892324403412502,"score_gpt":0.2945551655715586,"score_spread":0.2556319215374336,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}