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The Value of the Call Option on a Bond

1966; University of Chicago Press; Volume: 74; Issue: 2 Linguagem: Inglês

10.1086/259137

1537-534X

Gordon Pye,

Housing Market and Economics

Previous articleNext article No AccessThe Value of the Call Option on a BondGordon PyeGordon PyePDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 74, Number 2Apr., 1966 Article DOIhttps://doi.org/10.1086/259137 Views: 10Total views on this site Citations: 35Citations are reported from Crossref Copyright 1966 The University of ChicagoPDF download Crossref reports the following articles citing this article:Melvin Jameson, Tao‐Hsien Dolly King, Andrew Prevost Top management incentives and financial flexibility: The case of make‐whole call provisions, Journal of Business Finance & Accounting 48, no.1-21-2 (Jul 2020): 374–404.https://doi.org/10.1111/jbfa.12475Bruce D. Grundy, Patrick Verwijmeren The buyers' perspective on security design: Hedge funds and convertible bond call provisions, Journal of Financial Economics 127, no.11 (Jan 2018): 77–93.https://doi.org/10.1016/j.jfineco.2017.11.003Bruce D. Grundy, Patrick Verwijmeren The Buyerss Perspective on Security Design: Hedge Funds and Convertible Bond Call Provisions, SSRN Electronic Journal (Jan 2016).https://doi.org/10.2139/ssrn.2737700Maxime Debon, Franck Moraux, Patrick Navatte Le coût du financement par obligations rachetables : une étude empirique, Finance Contrôle Stratégie , no.18-218-2 (Jul 2015).https://doi.org/10.4000/fcs.1629Seungmook Choi, Mel Jameson, Mookwon Jung The issuance of callable bonds under information asymmetry, Journal of Empirical Finance 21 (Mar 2013): 1–14.https://doi.org/10.1016/j.jempfin.2012.12.004Maxime Debon, Franck Moraux, Patrick Navatte On the Pricing and Early Call of American and Bermudan Callable Bonds, SSRN Electronic Journal (Jan 2012).https://doi.org/10.2139/ssrn.2084921Zhaohui Chen, Connie X. Mao, Yong Wang Why firms issue callable bonds: Hedging investment uncertainty, Journal of Corporate Finance 16, no.44 (Sep 2010): 588–607.https://doi.org/10.1016/j.jcorpfin.2010.06.008Maria do Rosário Correia The choice of maturity and additional covenants in debt contracts: A panel data approach, Research in International Business and Finance 22, no.33 (Sep 2008): 284–300.https://doi.org/10.1016/j.ribaf.2007.09.001Chen-Lung Chin, Tyrone T. 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Yawitz OPTIMAL TERMS OF THE CALL PROVISION ON A CORPORATE BOND, Journal of Financial Research 3, no.22 (Aug 2014): 203–211.https://doi.org/10.1111/j.1475-6803.1980.tb00050.xMILES LIVINGSTON Bond Refunding Reconsidered: Comment, The Journal of Finance 35, no.11 (Apr 2012): 191–195.https://doi.org/10.1111/j.1540-6261.1980.tb03482.xAHARON R. OFER, ROBERT A. TAGGART "Bond Refunding Reconsidered Reply", The Journal of Finance 35, no.11 (Apr 2012): 197–200.https://doi.org/10.1111/j.1540-6261.1980.tb03483.xRobert J. Shiller, Franco Modigliani Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital, Journal of Financial Economics 7, no.33 (Sep 1979): 297–318.https://doi.org/10.1016/0304-405X(79)90017-5Zvi Bodie, Robert A. Taggart FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND, The Journal of Finance 33, no.44 (Apr 2012): 1187–1200.https://doi.org/10.1111/j.1540-6261.1978.tb02056.x Zvi Bodie , and Benjamin M. 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Smith Option pricing, Journal of Financial Economics 3, no.1-21-2 (Jan 1976): 3–51.https://doi.org/10.1016/0304-405X(76)90019-2Thomas R. Dyckman, L. Joseph Thomas, Robert P. Magee DYNAMIC MODELS OF BOND REFUNDING, Decision Sciences 6, no.44 (Oct 1975): 614–630.https://doi.org/10.1111/j.1540-5915.1975.tb01048.xEdwin J. Elton, Martin J. Gruber THE ECONOMIC VALUE OF THE CALL OPTION*, The Journal of Finance 27, no.44 (Apr 2012): 891–901.https://doi.org/10.1111/j.1540-6261.1972.tb01319.xAndrew H. Y. Chen A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET, The Journal of Finance 25, no.55 (Apr 2012): 1041–1059.https://doi.org/10.1111/j.1540-6261.1970.tb00867.x Richard R. West On the Non-Callability of State and Local Government Bonds: A Comment, Journal of Political Economy 75, no.11 (Oct 2015): 98–99.https://doi.org/10.1086/259245