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Investor Reactions to CEOs’ Inside Debt Incentives

Wei, Chenyang (Jason) - 2011

that bond prices rise, equity prices fall, and the volatility of both securities drops for firms whose CEOs have sizeable …

Persistent link: https://www.econbiz.de/10013133562

Investor Reactions to CEOs’ Inside Debt Incentives

Wei, Chenyang (Jason) - 2011

that bond prices rise, equity prices fall, and the volatility of both securities drops for firms whose CEOs have sizeable …

Persistent link: https://www.econbiz.de/10013134104

Callable Bond Revisited

Banko, John - 2009

In light of the dramatic changes in the callable bond market, we re-examine the determinants of callable bonds. Using …

Persistent link: https://www.econbiz.de/10013156697

Pricing of bond options : unspanned stochastic volatility and random field models

Repplinger, Detlef - 2008

Persistent link: https://www.econbiz.de/10013278100

The optimality of call provision terms

Powers, Eric - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6581-6601

Persistent link: https://www.econbiz.de/10012666730

A structural model for optimal selection of maturity and timing of callable bond issuance

Qian, Shengguang; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 26 (2017) 3, pp. 33-48

Persistent link: https://www.econbiz.de/10011684730

Modeling fixed income securities and interest rate options

Jarrow, Robert A. - 2020 - Third edition

"The third edition of this popular textbook offers several new updates. The book presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models. The author's pricing model is widely...