- Autor
- Klimkowska Joanna (Warsaw School of Economics, Poland)
- Tytuł
- Yield Rate on a Callable Zero-Coupon Bond
- Źródło
- FindEcon Monograph Series : advances in financial market analysis, 2006, nr 1, s. 101-111, rys., tab., bibliogr. s. 111
- Tytuł własny numeru
- Financial markets : principles of modeling forecasting and decision-making
- Słowa kluczowe
- Instrumenty finansowe, Teoria arbitrażu cenowego, Obligacje
Financial instruments, Arbitrage Pricing Theory (APT), Bonds - Abstrakt
- Chapter 7 is devoted to an analysis of zero-coupon bonds with the valuation principle based on arbitrage-free pricing methodology. The findings are demonstrated with an example based on a comparative study of alternative investments and it is argued that bonds with embedded options may be considered as an alternative financial instrument. (fragment of text)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu - Pełny tekst
- Pokaż
- Bibliografia
-
- Choudhry M. (2001), Bond Market Securities, London: Financial Times Prentice Hall.
- Fabozzi F. J. (2000), Bond Markets, Analysis and Strategies, 4th ed., London: Prentice Hall International.
- Hull J. C. (2003), Options, Futures and Other Derivatives, 5th ed., Upper Saddle River: Prentice Hall.
- Jarrow R. A. (1996), Modeling Fixed-Income Securities and Interest Rate Options, New York: McGraw-Hill.
- Cytowane przez
- Język
- eng
