PRICING OF PREMIUM BONDS

被引:4
|
作者
LIVINGSTON, M
机构
关键词
D O I
10.2307/2330184
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:517 / 527
页数:11
相关论文
共 50 条
  • [41] Explaining Risk Premium on Bank Bonds by Financial Ratios
    Gursoy, Ovunc
    IMPACT OF GLOBALIZATION ON INTERNATIONAL FINANCE AND ACCOUNTING, 2018, : 357 - 364
  • [42] 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
  • [43] 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
  • [44] Pricing convertible bonds with call protection
    Crepey, Stephane
    Rahal, Abdallah
    JOURNAL OF COMPUTATIONAL FINANCE, 2011, 15 (02) : 37 - 75
  • [45] Pricing of sustainability-linked bonds
    Feldhutter, Peter
    Halskov, Kristoffer
    Krebbers, Arthur
    JOURNAL OF FINANCIAL ECONOMICS, 2024, 162
  • [46] Pricing the convertible bonds with parametric approximation
    Pang, Huanpeng
    Chen, Qiqi
    2011 INTERNATIONAL CONFERENCE ON COMPUTER SCIENCE AND NETWORK TECHNOLOGY (ICCSNT), VOLS 1-4, 2012, : 2377 - 2379
  • [47] Surety Bonds with Fair and Unfair Pricing
    Wambach, Achim
    Engel, Andreas R.
    GENEVA RISK AND INSURANCE REVIEW, 2011, 36 (01): : 36 - 50
  • [48] Pricing dynamics in the market for catastrophe bonds
    Peter Carayannopoulos
    Olga Kanj
    M. Fabricio Perez
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2022, 47 : 172 - 202
  • [49] A Pricing Model for Convertible Bonds in China
    Dong, Huiyan
    Guo, Kun
    2012 FIFTH INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING (BIFE), 2012, : 159 - 163
  • [50] Pricing inflation-linked bonds
    Falbo, Paolo
    Paris, Francesco M.
    Pelizzari, Cristian
    QUANTITATIVE FINANCE, 2010, 10 (03) : 279 - 293