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...

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Dettagli Bibliografici
Autore principale:	Neftci, Salih
Altri autori:	Santos, Andre
Natura:	Periodico
Lingua:	English
Pubblicazione:	Washington, D.C. : International Monetary Fund, 2003.
Serie:	IMF Working Papers; Working Paper ; No. 2003/201
Soggetti:	Contingent Pricing Futures Pricing Option Pricing
Accesso online:	Full text available on IMF

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