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Retractable and Extendible Bonds: The Canadian Experience

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  • Ananthanarayanan, A L
  • Schwartz, Eduardo S
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    Bibliographic Info

    Article provided by American Finance Association in its journal Journal of Finance.

    Volume (Year): 35 (1980)
    Issue (Month): 1 (March)
    Pages: 31-47

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    Handle: RePEc:bla:jfinan:v:35:y:1980:i:1:p:31-47

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    Cited by:
    1. Salih N. Neftci & Andre Santos, 2003. "Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets," IMF Working Papers 03/201, International Monetary Fund.
    2. Marco Realdon, . "About Debt and the Option to Extend Debt Maturity," Discussion Papers 03/20, Department of Economics, University of York.
    3. Hatem Ben-Ameur & Michèle Breton, 2004. "A Dynamic Programming Approach for Pricing Options Embedded in Bonds," Computing in Economics and Finance 2004 237, Society for Computational Economics.
    4. Ben-Ameur, Hatem & Breton, Michele & Karoui, Lotfi & L'Ecuyer, Pierre, 2007. "A dynamic programming approach for pricing options embedded in bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2212-2233, July.
    5. Chateau, J.-P. & Wu, J., 2007. "Basel-2 capital adequacy: Computing the `fair' capital charge for loan commitment `true' credit risk," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 1-21.

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