Class notes
Bonds with Embedded Options
Rating
Sold
-
Pages
9
Uploaded on
07-06-2023
Written in
2020/2021
Deep dive into embedded options of bonds with a number of examples including diagrams, charts, and calculations
Institution
Texas A&M University - Commerce
Course
FIN 515
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Written for
- Institution
-
Texas A&M University - Commerce
- Course
-
FIN 515
Document information
- Uploaded on
- June 7, 2023
- Number of pages
- 9
- Written in
- 2020/2021
- Type
- Class notes
- Professor(s)
- Dror parnas
- Contains
- All classes
Subjects
- bonds
- embedded options
- option free bonds
- bond value
- coupons
- coupon
- interet rates
-
interest rate
-
interest rate tree
-
interest rate volatility
-
disco
-
bonds with embedded options
-
binomial interest rate tree
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