Concepedia

Callable Bond Modeling

Callable Bond Modeling is a financial modeling methodology that belongs to the class of debt instrument valuation techniques, distinguished by its incorporation of issuer-initiated early redemption features and embedded optionality in the pricing and risk analysis of callable bonds.

35

Publications

1.4K

Citations

61

Authors

43

Institutions

Publications per year

2017–2026

0

Parents

Publications

35

1–5 of 35

Authors

61

  1. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    3 publications · 344 citations

    3

    h-index

  2. SA
    Stavros A. Zenios

    University of Pennsylvania, United States

    3 publications · 101 citations

    3

    h-index

  3. EH
    Edward Henry Robbins

    New York University, United States

    2 publications · 33 citations

    2

    h-index

  4. AC
    Andrea Consiglio

    University of Palermo, Italy

    2 publications · 51 citations

    2

    h-index

  5. JJ
    John J. McConnell

    Purdue University West Lafayette, United States

    2 publications · 113 citations

    2

    h-index

1–5 of 61

Institutions

43

  1. University of Cyprus

    Nicosia, Cyprus

    3 h-index

    5 publications

    172 citations

  2. University of Michigan

    Ann Arbor, United States

    2 h-index

    2 publications

    77 citations

  3. University of Zurich

    Zurich, Switzerland

    2 h-index

    2 publications

    60 citations

  4. Lynn University

    Boca Raton, United States

    2 h-index

    2 publications

    113 citations

  5. Cornell University

    Ithaca, United States

    2 h-index

    2 publications

    77 citations

  6. Temple University

    Philadelphia, United States

    2 h-index

    2 publications

    44 citations

  7. Ross School

    East Hampton, United States

    2 h-index

    2 publications

    77 citations

  8. University of Wisconsin–Madison

    Madison, United States

    1 h-index

    1 publications

    49 citations

1–8 of 43

Venues

  1. The Journal of Finance

    6 publications · 223 citations

    6

    h-index

  2. Journal of Financial Economics

    3 publications · 312 citations

    3

    h-index

  3. SSRN Electronic Journal

    Repository · 3 publications · 62 citations

    3

    h-index

  4. Mathematical Finance

    2 publications · 62 citations

    2

    h-index

  5. Financial Management

    FM · 2 publications · 43 citations

    2

    h-index

1–5