Prepayment risk on callable bonds : theory and test
Pascal Fran̜cois; Sophie Pardo
| Year of publication: |
2015
|
|---|---|
| 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 | Anleihe | Bond | Risikomanagement | Risk management | Optionsgeschäft | Option trading | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | Risiko | Risk | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011342200