haku: @author Sarkar, S. / yhteensä: 6
viite: 3 / 6
| 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. |
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