Measuring the interest rate risk of bonds with embedded options
Year of publication: |
2001
|
---|---|
Authors: | Mann, Steven V. ; Ramanlal, Pradipkumar |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 8.2001, p. 231-254
|
Subject: | Zinsrisiko | Interest rate risk | Optionsanleihe | Warrant bond | Schätzung | Estimation | USA | United States |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Advances in investment analysis and portfolio |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Chng, Michael T., (2008)
-
Do implied volatilities predict stock returns?
Ammann, Manuel, (2009)
-
Implied and realized volatility in the cross-section of equity options
Ammann, Manuel, (2009)
- More ...
-
Portfolio insurance strategies when hedging affects share prices
Ramanlal, Pradipkumar, (1998)
-
Rational Timing of Calls of Convertible Preferred Stocks
Byrd, Anthony K., (2001)
-
Duration and Convexity Measures When the Yield Curve Changes Shape
Mann, Steven V., (1998)
- More ...