THE PRICING OF PREMIUM BONDS - COMMENT

被引:0
|
作者
CAKS, J
机构
关键词
D O I
10.2307/2330247
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:397 / 401
页数:5
相关论文
共 50 条
  • [41] The equity premium in Brock's asset pricing model
    Akdeniz, Levent
    Dechert, W. Davis
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2007, 31 (07): : 2263 - 2292
  • [42] GARCH Option Pricing Models and the Variance Risk Premium
    Zhang, Wenjun
    Zhang, Jin E.
    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2020, 13 (03)
  • [43] Pricing default risk premium through fear of ruin
    Luisa Tibiletti
    Atlantic Economic Journal, 2004, 32 (4) : 356 - 356
  • [44] The intrinsic bounds on the risk premium of Markovian pricing kernels
    Han, Jihun
    Park, Hyungbin
    FINANCE RESEARCH LETTERS, 2015, 13 : 36 - 44
  • [45] THE BONDS OF UNITY - A COMMENT
    PIVA, MJ
    HISTOIRE SOCIALE-SOCIAL HISTORY, 1983, 16 (31): : 169 - 174
  • [46] Explaining Risk Premium on Bank Bonds by Financial Ratios
    Gursoy, Ovunc
    IMPACT OF GLOBALIZATION ON INTERNATIONAL FINANCE AND ACCOUNTING, 2018, : 357 - 364
  • [47] Research on Option Pricing of Convertible Bonds
    Ying, Yi-rong
    Jia, Hao-yang
    Bai, Meng-meng
    PROCEEDINGS OF THE FIFTH INTERNATIONAL FORUM ON DECISION SCIENCES, 2018, : 23 - 32
  • [48] Pricing Model for Earthquake CAT Bonds
    Tao, Zhengru
    Tao, Xiaxin
    Li, Ping
    2009 INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, PROCEEDINGS, 2009, : 740 - 744
  • [49] Pricing convertible bonds with call protection
    Crepey, Stephane
    Rahal, Abdallah
    JOURNAL OF COMPUTATIONAL FINANCE, 2011, 15 (02) : 37 - 75
  • [50] Pricing of sustainability-linked bonds
    Feldhutter, Peter
    Halskov, Kristoffer
    Krebbers, Arthur
    JOURNAL OF FINANCIAL ECONOMICS, 2024, 162