haku: @indexterm CALL OPTIONS / yhteensä: 24
viite: 5 / 24
Tekijä: | Sarkar, S. |
Otsikko: | Probability of call and likelihood of the call feature in a corporate bond |
Lehti: | Journal of Banking and Finance
2001 : MAR, VOL. 25:3, p. 505-533 |
Asiasana: | BONDS CALL OPTIONS PROBABILITY |
Kieli: | eng |
Tiivistelmä: | 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. |
SCIMA