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- 10/9/12
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Out of curiosity, what is the standard price modeling methodology for preferred stock in industry?
In Quant Finance, there appears to be a plethora of literature on modeling the prices of common stock, but very little on preferred stock.
I am aware that the preferred stock market is minuscule compared to the common stock market, but is there a standard modeling practice for preferred stock? It would seem like an interesting problem given the hybrid nature of such intruments.
Thanks.
In Quant Finance, there appears to be a plethora of literature on modeling the prices of common stock, but very little on preferred stock.
I am aware that the preferred stock market is minuscule compared to the common stock market, but is there a standard modeling practice for preferred stock? It would seem like an interesting problem given the hybrid nature of such intruments.
Thanks.
