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Bond valuation 1 Bonds with embedded options 1 Callable and puttable bond 1 Dluhopisy s vestavěnými opcemi 1 Oceňování dluhopisů 1 Svolatelné dluhopisy 1
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Brada, Jaroslav 1
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Český finanční a účetní časopis 1
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Callable and Puttable Bond Valuation and Embedded Call and Put Option on Bond Cash Flow
Brada, Jaroslav - In: Český finanční a účetní časopis 2012 (2012) 3, pp. 52-60
The article describes the valuation of callable and puttable bonds without the need for treatment based on modeling of interest rates movement and without using of binomial or Black-Scholes option pricing model, using only the functions min and max. This paper also demonstrates how to calculate...
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