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Bonds with Embedded Options

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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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Institution
Texas A&M University - Commerce
Course
FIN 515
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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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