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A defaultable callable bond pricing model
Hua, David; Chou, Heng-chih; Wang, David - In: Investment management and financial innovations 6 (2009) 3, pp. 54-62
Persistent link: https://www.econbiz.de/10003919413
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The interest rate risk of callable bonds
Kalotay, Andrew J. - 1982
Persistent link: https://www.econbiz.de/10003596387
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Callable bonds revisited
Banko, John C.; Zhou, Lei - In: Financial management 39 (2010) 2, pp. 613-641
Persistent link: https://www.econbiz.de/10009500495
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Prepayment risk on callable bonds : theory and test
François, Pascal; Pardo, Sophie - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
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The choice among non-callable bonds and make whole, claw back and otherwise ordinary callable bonds
Booth, Laurence D.; Gounopoulos, Dimitrios; Skinner, … - 2012
Persistent link: https://www.econbiz.de/10009664465
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The choice between non-callable and callable bonds
Booth, Laurence D.; Gounopoulos, Dimitrios; Skinner, … - 2014
Persistent link: https://www.econbiz.de/10010364551
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A reduced-form model for valuing bonds with make-whole call provisions
Park, Min; Clark, Steven P. - In: Applied mathematical finance 22 (2015) 5/6, pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
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Pricing flow commodity derivatives using fixed income market techniques
Hinz, Juri; Wilhelm, Martina - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1299-1322
Persistent link: https://www.econbiz.de/10003397188
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Alternativer Risikotransfer von Katastrophenrisiken : die Rückversicherung mit Anleihen und börsengehandelten Optionen im Vergleich
Strube, Michaela - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001599479
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Price bounds on bond options, swaptions, caps, and floors assuming only nonnegative interest rates
Munk, Claus - In: International review of economics & finance : IREF 11 (2002) 4, pp. 335-347
Persistent link: https://www.econbiz.de/10001719420