The interest rate risk of callable bonds
Year of publication: |
1982
|
---|---|
Authors: | Kalotay, Andrew J. |
Publisher: |
[New York, N. Y. [usw.]] |
Subject: | Zins | Wertpapier festverzinslich | USA | Zinsrisiko | Interest rate risk | Anleihe | Bond | Hedging | Theorie | Theory | Optionsgeschäft | Option trading | Öffentliche Anleihe | Public bond |
-
Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Shen, Sally, (2014)
-
Power law bond price and yield approximation
Barber, Joel R., (2022)
-
Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Shen, Sally, (2015)
- More ...
-
Yield curves and valuation lattices
Fabozzi, Frank J., (2008)
-
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J., (2008)
-
What makes the municipal yield curve rise?
Kalotay, Andrew J., (2008)
- More ...