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TIMESTATE PREFERENCE AND BOND PRICES
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analysis assume assumption basic bias bond market bond of maturity bond rating business cycle call premium call privilege call risk callable callable bond capital gains effects cash flow certainty coefficient curves certainty equivalent value Chapter consider consumption contingent claims corporate bond corporate bond market Corporate Bonds Z(30 coupon rate crisis-at-maturity default expectations default risk default-free discount dissertation Economic empirical equilibrium estimated factor fairly Figure Financial Ratios Fisher homogeneous risk class Horrigan indication indifference curve insignificant interest rates investor l+rt)t Lagrangian lower marginal utility measures of risk non-callable points portfolio price equation probability of call problem promised payment proxy rated bonds reclassification regression coefficient relative risk aversion risk compensation RISK STRUCTURE riskless risky bond sample period securities significant st st t-ratios tax rates tend term structure theoretical time-state Treasury yield Uncertainty utility function valuation variable volume yield curve yield spreads YIELD STRUCTURE