Callablebond(可赎回债券)：Givestheissuertherighttoredeemallorpartofthebondbeforethespecifiedmaturitydate...
1. **可赎回债券(Callable Bond)**:发行人(如MBS的发行机构)有权在特定时间以预定价格提前赎回债券。通常在利率下降时行使,以便发行人能以更低成本再融资,因此投资者面临再投资风险。 2. **可回售债券(Puttable Bond)**:持有人有权在特定时间以预定价格将债券卖回给发行人。通常在利率上升时行使,保护投资者...
The put/call provision is modeled as a constraint on the value of the bond in the finite difference scheme. This paper can provide new insight for future research on defaultable bond pricing models.David WangHeng-Chih ChouUniversity Library of Munich, GermanyFinance...
Callable and Puttable Bond Valuation and Embedded Call and Put Option on Bond Cash Flow[Oceňování svolatelnch dluhopis a dluhopis s vnoenmi call a put o... The article describes the valuation of callable and puttable bonds without the need for treatment based on modeling of interest rat...
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Internal Revenue Service regarding the tax treatment of a payment received by an issuer of a callable/puttable bond. Treatment of the remarketing payment by bond issuers; Background on the bonds; Observations on remarketing date treated as maturity date; Other hedging issues; Conclusion.Sair...