Callable Bond's Value Analysis Using Binomial Interest Rate Tree Considering Early Redemption and Default Risks
Bonds are known as one of low-risk investments and worth to be considered as a part of an investor's portfolio, however there are still underlying risks that could affect its price. This paper focuses on the effect of early redemption risk and default risk to a bond’s value. Using binomial interest...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Universitas Muhammadiyah Mataram
2023-04-01
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| Schriftenreihe: | JTAM (Jurnal Teori dan Aplikasi Matematika) |
| Schlagworte: | |
| Online-Zugang: | http://journal.ummat.ac.id/index.php/jtam/article/view/12125 |
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