Probability of call and likelihood of the call feature in a corporate bond

Article Abstract:

A study of corporate bonds is presented with emphasis on a new method for determining the probability of its call. The chances of a bond having a call feature are also examined.

Brief Article, Options (Finance)

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Effective duration of callable corporate bonds: theory and evidence

Article Abstract:

The effective duration of a callable corporate bond is calculated using a contingent-claims model, which can also identify the determinants of duration. The implications generated by the model are regarding cross-sectional variation and firm-specific determinants of duration and demonstrates the impact of the call feature on bond duration.

Forecasts, trends, outlooks, Corporate Bonds, Forecasts and trends, Market trend/market analysis

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Real options, agency conflicts, and optimal capital structure

Article Abstract:

The impact of agency costs of debt on corporate financial policy is examined.

Commercial Banks, Commercial Banking, Canada, Strategy & planning, Business Financing, Planning, Economic aspects, Corporations, Company business planning, Corporate officers

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