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Probability of call and likelihood of the call feature in a corporate bond
16 references·3 citing·28 second hop
Probability of call and likelihood of the call feature in a corporate bond (2001)Probability of call and likelihood of the…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Theory of rational option pricing (2005)Theory of rational option pri…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Agency Costs, Risk Management, and Capital Structure (1998)Agency Costs, Risk Management…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK (1980)A RATIONALE FOR DEBT MATURITY…DEBT AND TAXES* (1977)DEBT AND TAXES*Debt and Taxes (1977)Debt and TaxesValuing Corporate Securities: Some Effects of Bond Indenture Provisions (1976)Valuing Corporate Securities:…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging (2004)Callable Bonds, Interest-Rate…Effective duration of callable corporate bonds: Theory and evidence (2003)Effective duration of callabl…Impact of Call Features on Corporate Bond Yields (2002)Impact of Call Features on Co…The Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Coherent Measures of Risk (1999)The Pricing of Options and Corporate Liabilities (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Why Does Stock Market Volatility Change Over Time? (1989)The Determinants of Credit Spread Changes (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The theory and practice of corporate finance: evidence from the field (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)The effect of capital structure on a firm's liquidation decision (1984)Asset pricing and the bid-ask spread (1986)Theory of Financial Decision Making. (1988)The cost of capital, corporation finance and the theory of investment (2008)Corporate financing and investment decisions when firms have information that investors do not have (1984)Modeling Term Structures of Defaultable Bonds (1999)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Option pricing: A simplified approach (1979)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,052 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,176 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1977DEBT AND TAXES*2,896 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,389 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,098 cited
  • 1980A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK605 cited
  • 1977Debt and Taxes598 cited
  • 1976Valuing Corporate Securities: Some Effects of Bond Indenture Provisions461 cited
  • 1994

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Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
444 cited

Cited by

  • 2002Impact of Call Features on Corporate Bond Yields21 cited
  • 2003Effective duration of callable corporate bonds: Theory and evidence21 cited
  • 2004Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging19 cited