Prepayment risk on callable bonds: theory and test
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10203-015-0162-0.pdf
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4. Barnea, A., Haugen, R., Senbet, L.: A rationale for debt maturity structure and call provisions in the agency theoretic framework. J. Financ. 35, 1223–1234 (1980)
5. Barone, E., Barone-Adesi, G., Castagna, A.: Pricing bonds and bond options with default risk. Eur. Financ. Manag. 4, 231–282 (1998)
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1. VALUATION OF EMBEDDED OPTIONS IN NON-MARKETABLE CALLABLE BONDS: A NEW NUMERICAL APPROACH;Technological and Economic Development of Economy;2022-07-07
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