Property returns are modelled in a similar fashion to corporate bonds, namely as the return on a risk-free bond, plus a risk premium, plus a process representative of the change in residual values and the change in value of the call option on rents. 物业回报所用计算模型与公司债券类似,即无...
That is, the call feature is found to be more likely during periods of higher interest rates and for longer maturity bonds.doi:10.1016/0378-4266(92)90002-HRichardJ.KishandMilesLivingstonJournal of Banking & FinanceKish, R., Livingston, M., 1992. Determinants of the call option on corporate...
Definition:A call option is a contract that gives the option holder the right to purchase securities at a specified price on or before the option’s maturity date. These securities could include stocks, bonds, or other commodities. What Does Call Option Mean?
这么说不准确，应该说是买债券可以提高duration,卖债券降低duration,并不是option本身改变duration，option只...
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long call option增加duration，long put option降低duration
Almost all corporate bonds and some government and municipal bonds have call provisions. This call provision gives the issuer the option of buying back his... G Pye - Stochastic Optimization Models in Finance 被引量: 0发表: 1975年 OPTIMAL TERMS OF THE CALL PROVISION ON A CORPORATE BOND No ...
b.A demand to submit bonds to the issuer for redemption before the maturity date. c.An option to buy a certain quantity of a stock or commodity for a specified price within a specified time. d.A demand for payment due on stock bought on margin when the value has shrunk. ...
aeaten the right kind of food 吃这正确的食物[translate] aeaten the healthy kind of food 吃这健康食物[translate] awe are on a school trip 我们是在学校旅行[translate] aNo maximum maturity, call option 没有最大成熟,购买选择权[translate]...
C. Allows the issuer to call in the bonds before maturity, usually along with payment of an additional sum called a call premium. D. Allows the bondholder the option to buy shares of the company's common stock at a specified price within a specified period. ...