Environmental liabilities, bond ratings, and bond yields
We examine the relationship that exists among bond ratings, bond yields, and various
estimates of a firm's contingent environmental remediation liability using a sample of new …
estimates of a firm's contingent environmental remediation liability using a sample of new …
[BOOK][B] Puttable and extendible bonds: developing interest rate derivatives for emerging markets
SN Neftci, MA Santos - 2003 - books.google.com
This paper analyzes the price stabilizing properties of puttable and extendible bonds, their
potential to help develop interest-rate derivative markets, and their use by governments …
potential to help develop interest-rate derivative markets, and their use by governments …
[PDF][PDF] Putable Bonds, Risk Shifting Problems, and Information Asymmetry
This study presents an empirical examination of issuers' motives to issue putable bonds
using a comprehensive sample of putable and straight debt issues from 1976 to 2019. We …
using a comprehensive sample of putable and straight debt issues from 1976 to 2019. We …
[BOOK][B] Pricing of Game Options in a market with stochastic interest rates
LGH Urena - 2005 - search.proquest.com
Pricing of Game Options in a market with stochastic interest rates Luis Gustavo Hernández
Urena Page 1 Pricing of Game Options in a market with stochastic interest rates A Dissertation …
Urena Page 1 Pricing of Game Options in a market with stochastic interest rates A Dissertation …
Puttable and extendible bonds: Developing interest rate derivatives for emerging markets
AO Santos, SN Neftci - 2003 - papers.ssrn.com
This paper analyzes the price stabilizing properties of puttable and extendible bonds, their
potential to help develop interest-rate derivative markets, and their use by governments …
potential to help develop interest-rate derivative markets, and their use by governments …