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Refunding efficiency: a generalized approach
4 references·2 citing·21 second hop
Refunding efficiency: a generalized approach (2007)Refunding efficiency: a generalized appro…Bond and Option Pricing when Short Rates are Lognormal (1991)Bond and Option Pricing when …A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)A One-Factor Model of Interes…Advances in Futures and Options Research (1987)Advances in Futures and Optio…Optimum Bond Calling and Refunding (1979)Optimum Bond Calling and Refu…Advance Refundings of Municipal Bonds (2013)Advance Refundings of Municip…State and Local Government Bond Refinancing and the Factors Associated with the Refunding Decision (2012)State and Local Government Bo…Option pricing: A simplified approach (1979)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Pricing Interest-Rate-Derivative Securities (1990)An Empirical Comparison of Alternative Models of the Short-Term Interest Rate (1992)An Overview of Value at Risk (1997)Basel Committee On Banking Supervision (2010)THE REFUNDING DECISION: ANOTHER SPECIAL CASE IN CAPITAL BUDGETING* (1966)The Pricing of Options and Corporate Liabilities (1973)Tax Differentials and Callable Bonds (1979)A Discounted Cash-Flow Model of Fixed-Income Securities Subject to Multiple Calls (1988)A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)The Call, Sinking Fund, and Term-to-Maturity Features of Corporate Bonds: An Empirical Investigation (1991)A Model for Valuing Bonds and Embedded Options (1993)Parsimonious Modeling of Yield Curves (1987)An Exact Bond Option Formula (1989)Financially constrained mortgage servicers (2017)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A Simple Nonparametric Approach to Derivative Security Valuation (1996)Statistical aspects of ARCH and stochastic volatility (1996)Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation (2006)
this work references cited by second hop

References

  • 1990A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options981 cited
  • 1991Bond and Option Pricing when Short Rates are Lognormal667 cited
  • 1987Advances in Futures and Options Research175 cited
  • 1979Optimum Bond Calling and Refunding33 cited

Cited by

  • 2013Advance Refundings of Municipal Bonds25 cited
  • 2012State and Local Government Bond Refinancing and the Factors Associated with the Refunding Decision20 cited

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