search query: @indexterm call options / total: 24
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| Author: | Sarkar, S. |
| Title: | Probability of call and likelihood of the call feature in a corporate bond |
| Journal: | Journal of Banking and Finance
2001 : MAR, VOL. 25:3, p. 505-533 |
| Index terms: | BONDS CALL OPTIONS PROBABILITY |
| Language: | eng |
| Abstract: | This paper suggests a new way of predicting the likelihood of a corporate bond being callable. The author compute the probability that a bond, if callable, would actually be called within a certain period. They also hypothesize a positive relationship between this probability and the likelihood of the bond being issued with a call feature. |
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