Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets /

Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets /

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. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by less...

Полное описание

Библиографические подробности
Главный автор:	Neftci, Salih
Другие авторы:	Santos, Andre
Формат:	Журнал
Язык:	English
Опубликовано:	Washington, D.C. : International Monetary Fund, 2003.
Серии:	IMF Working Papers; Working Paper ; No. 2003/201
Предметы:	Contingent Pricing Futures Pricing Option Pricing
Online-ссылка:	Full text available on IMF

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