Prepayment risk on callable bonds : theory and test
Year of publication: |
2015
|
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Authors: | François, Pascal ; Pardo, Sophie |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 38.2015, 2, p. 147-176
|
Subject: | Callable bonds | Prepayment risk | Asset-liability management | Bond risk management | Risikomanagement | Risk management | Anleihe | Bond | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Risiko | Risk | Hypothek | Mortgage | Öffentliche Anleihe | Public bond | Optionsgeschäft | Option trading |
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