A reduced-form model for valuing bonds with make-whole call provisions
Min Park & Steven P. Clark
| Year of publication: |
Nov.-Dec. 2015
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|---|---|
| Authors: | Park, Min ; Clark, Steven P. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 22.2015, 5/6, p. 499-521
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| Subject: | Callable bonds | make-whole call provision | reduced-form model | Theorie | Theory | Optionsgeschäft | Option trading | Anleihe | Bond | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2015.1095643 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011490621