Works matching DE "CALLABLE securities"
Results: 54
Refunding Non-Callable Bonds: A Tax-Oriented Decision Model.
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- Journal of the American Taxation Association, 1986, v. 7, n. 2, p. 32
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- Article
THE DEFERRED CALL PROVISION AND CORPORATE BOND YIELDS.
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- Journal of Financial & Quantitative Analysis, 1968, v. 3, n. 2, p. 157, doi. 10.2307/2329789
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- Article
The Pricing of Callable Preferred Stock.
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- Journal of Economics & Finance, 1992, v. 16, n. 3, p. 89, doi. 10.1007/BF02920311
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- Article
Bonds To Finance School Buildings.
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- Review of Educational Research, 1942, v. 12, n. 2, p. 221, doi. 10.2307/1168624
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- Article
The term structure and callable bond yield spreads.
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- Journal of Portfolio Management, 1983, v. 9, n. 2, p. 57, doi. 10.3905/jpm.1983.408914
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- Article
Why do GNMAs yield more than Treasuries?
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- Journal of Portfolio Management, 1982, v. 8, n. 3, p. 72, doi. 10.3905/jpm.1982.408851
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- Article
Comment Called bonds: How does the investor fare?
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- Journal of Portfolio Management, 1981, v. 8, n. 1, p. 62, doi. 10.3905/jpm.1981.62
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- Article
PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS.
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- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 2, p. 197, doi. 10.1142/S0219024911006334
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- Article
Valuation of Callable Warrants.
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- Review of Quantitative Finance & Accounting, 1997, v. 8, n. 1, p. 5, doi. 10.1023/A:1008225302836
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- Article
A numerical PDE approach for pricing callable bonds.
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- Applied Mathematical Finance, 2001, v. 8, n. 1, p. 49, doi. 10.1080/13504860110046885
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- Article
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS.
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- Mathematical Finance, 2007, v. 17, n. 4, p. 487, doi. 10.1111/j.1467-9965.2007.00313.x
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- Article
PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION.
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- Mathematical Finance, 1996, v. 6, n. 1, p. 53, doi. 10.1111/j.1467-9965.1996.tb00112.x
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Make Callable Bonds Part of Your Fixed Income Allocation.
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- Journal of Financial Planning, 2013, v. 26, n. 3, p. 54
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Callable Bonds: Better Value Than Advertised?
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- Journal of Applied Corporate Finance, 2008, v. 20, n. 3, p. 91, doi. 10.1111/j.1745-6622.2008.00196.x
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- Article
The Financial Implications of Corporate Share Reacquisitions.
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- Abacus, 1977, v. 13, n. 1, p. 40, doi. 10.1111/j.1467-6281.1977.tb00298.x
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- Article
Convertibles and Hedge Funds as Distributors of Equity Exposure.
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- Review of Financial Studies, 2012, v. 25, n. 10, p. 3077, doi. 10.1093/rfs/hhs088
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- Article
THE CHOICE BETWEEN CALLABLE AND NONCALLABLE BONDS.
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- Journal of Financial Research, 2014, v. 37, n. 4, p. 435, doi. 10.1111/jfir.12042
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- Article
Avaliação de títulos conversíveis com opções de compra e venda: uma aplicação dos métodos de simulação GVW e MQMC.
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- Revista de Economia e Administração, 2006, v. 5, n. 4, p. 481, doi. 10.11132/rea.2002.139
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- Article
THE MISPRICING OF CALLABLE U.S. TREASURY BONDS: A NOTE.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 329, doi. 10.1002/(SICI)1096-9934(199805)18:3<329::AID-FUT6>3.0.CO;2-W
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THE MISPRICING OF CALLABLE U.S. TREASURY BONDS: A CLOSER LOOK.
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- Journal of Futures Markets, 1998, v. 18, n. 1, p. 35, doi. 10.1002/(SICI)1096-9934(199802)18:1<35::AID-FUT2>3.0.CO;2-9
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- Article
THE MISPRICING OF U.S. TREASURY CALLABLE BONDS.
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- Journal of Futures Markets, 1995, v. 15, n. 8, p. 861, doi. 10.1002/fut.3990150802
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- Article
UNDERPRICING OF NEW CONVERTIBLE DEBT ISSUES OF U.S. FIRMS: 1980-2003 - - EMPIRICAL ANALYSIS.
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- Journal of Financial Management & Analysis, 2006, v. 19, n. 1, p. 45
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- Article
Putable/Callable/Reset Bonds: Intermarket Arbitrage with Unpleasant Side Effects.
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- Journal of Derivatives, 1999, v. 6, n. 4, p. 88, doi. 10.3905/jod.1999.319132
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- Article
Managerial Discretion and Contingent Valuation of Corporate Securities.
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- Journal of Derivatives, 1999, v. 6, n. 4, p. 65, doi. 10.3905/jod.1999.319130
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Un modelo de valoración de bonos con rescate anticipado.
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- Estudios de Administración, 2005, v. 12, n. 1, p. 1
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- Article
Callable Contingent Capital: Valuation and Default Risk.
- Published in:
- Management Science, 2018, v. 64, n. 1, p. 112, doi. 10.1287/mnsc.2016.2573
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- Article
An Analysis of Call Strategy in the Eurodollar Bond Market.
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- Journal of International Financial Management & Accounting, 1990, v. 2, n. 1, p. 23, doi. 10.1111/j.1467-646X.1990.tb00016.x
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- Article
A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions.
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- Applied Mathematical Finance, 2015, v. 22, n. 6, p. 499, doi. 10.1080/1350486X.2015.1095643
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- Article
A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance.
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- Journal of Fixed Income, 2017, v. 26, n. 3, p. 33
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- Article
Shareholder Gains from Callable-bond Refundings.
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- Managerial & Decision Economics, 1990, v. 11, n. 1, p. 57, doi. 10.1002/mde.4090110108
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- Article
Callable Russian Options and Their Optimal Boundaries.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/593986
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- Article
The Relative Tax Benefits of Alternative Call Features in Corporate Debt.
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- Journal of Financial & Quantitative Analysis, 1985, v. 20, n. 1, p. 95, doi. 10.2307/2330679
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Refunding Noncallable Debt.
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- Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 73, doi. 10.2307/2331002
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- Article
Corporate bond valution and the term structure of credit spreads.
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- Journal of Portfolio Management, 1991, v. 17, n. 3, p. 52, doi. 10.3905/jpm.1991.409331
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- Article
The Relation Between Treasury Yields and Corporate Bond Yield Spreads.
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- Journal of Finance (Wiley-Blackwell), 1998, v. 53, n. 6, p. 2225, doi. 10.1111/0022-1082.00089
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- Article
Calls of Warrants: Timing and Market Reaction.
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- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 2, p. 681, doi. 10.1111/j.1540-6261.1993.tb04733.x
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- Article
Callable Bonds: A Risk-Reducing Signalling Mechanism--A Reply.
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- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 4, p. 1067, doi. 10.1111/j.1540-6261.1988.tb02625.x
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Callable Bonds: A Risk-Reducing Signalling Mechanism--A Comment.
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- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 4, p. 1057, doi. 10.1111/j.1540-6261.1988.tb02624.x
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- Article
On the Resolution of Agency Problems by Complex Financial Instruments: A Reply.
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- Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 4, p. 1091, doi. 10.1111/j.1540-6261.1987.tb03931.x
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- Article
On the Resolution of Agency Problems by Complex Financial Instruments: A Comment.
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- Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 4, p. 1083, doi. 10.1111/j.1540-6261.1987.tb03930.x
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- Publication type:
- Article
Callable Bonds: A Risk-Reducing Signalling Mechanism.
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- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 935, doi. 10.1111/j.1540-6261.1986.tb04558.x
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- Article
DISCUSSION.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 576, doi. 10.1111/j.1540-6261.1986.tb04517.x
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- Article
Valuation of GNMA Mortgage-Backed Securities.
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- Journal of Finance (Wiley-Blackwell), 1981, v. 36, n. 3, p. 599, doi. 10.1111/j.1540-6261.1981.tb00647.x
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- Publication type:
- Article
"Bond Refunding Reconsidered": Reply.
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- Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 1, p. 197, doi. 10.2307/2327193
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- Article
Bond Refunding Reconsidered: Comment.
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- Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 1, p. 191, doi. 10.1111/j.1540-6261.1980.tb03482.x
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- Article
Tax Differentials and Callable Bonds.
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- Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 4, p. 825, doi. 10.1111/j.1540-6261.1979.tb03438.x
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- Article
The Effect of Bond Refunding on Shareholder Wealth: Comment.
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- Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 3, p. 801, doi. 10.1111/j.1540-6261.1979.tb02146.x
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- Publication type:
- Article
THE EFFECT OF CALL RISK ON CORPORATE BOND YIELDS.
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- Journal of Finance (Wiley-Blackwell), 1967, v. 22, n. 4, p. 637, doi. 10.2307/2326007
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- Article
Share repurchase and dividend payout behaviour: The South African experience.
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- South African Journal of Business Management, 2015, v. 46, n. 3, p. 43, doi. 10.4102/sajbm.v46i3.100
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- Article
On the primal-dual algorithm for callable Bermudan options.
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- Review of Derivatives Research, 2013, v. 16, n. 1, p. 79, doi. 10.1007/s11147-012-9078-9
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- Article