A fundamental approach to corporate bond options
Saied Simozar
| Year of publication: |
2024
|
|---|---|
| Authors: | Simozar, Saied |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 11.2024, 2, Art.-No. 2450001, p. 1-30
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| Subject: | callable bonds | correlated processes | correlation | credit spread | Options | spread beta | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Korrelation | Correlation | Optionsgeschäft | Option trading | Zinsstruktur | Yield curve | Derivat | Derivative | Anleihe | Bond | Risikoprämie | Risk premium | Finanzanalyse | Financial analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786324500014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014574997