Valuation of callable/putable corporate bonds in a one-factor lognormal interest-rate model
Robert S. Goldberg, Ehud I. Ronn, and Liying Xu
| Year of publication: |
2021
|
|---|---|
| Authors: | Goldberg, Robert S. ; Ronn, Ehud I. ; Xu, Liying |
| Subject: | Fixed income and structured finance | options | statistical methods | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Anleihe | Bond | CAPM | Zinsderivat | Interest rate derivative | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Finanzanalyse | Financial analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2021.1.111 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613114