Puttable Bond Modeling is a financial modeling framework that belongs to the class of debt instrument valuation methods, specifically distinguished by its incorporation of embedded put options allowing bondholders to sell the bond back to the issuer at predetermined prices and times, thereby requiring the integration of option-pricing theory and dynamic interest rate modeling to assess fair value and associated risks.
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2017–2026
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Publications
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John J. McConnell, Eduardo S. Schwartz · The Journal of Finance · 1986 · 90 citations
Pricing Convertible Bonds by Simulation
Ali Bora Yigitbasioglu, Naoufel El-Bachir · SSRN Electronic Journal · 2004 · 23 citations · Full text
John J. McConnell, Eduardo S. Schwartz · The Journal of Finance · 1986 · 23 citations
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- ESEduardo S. Schwartz
University of California, Los Angeles, United States
2 publications · 113 citations
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- XL
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- ABAli Bora Yigitsbasioglu Yigitsbasioglu
1 publications · 14 citations
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- The Journal of Finance
2 publications · 113 citations
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- Computers & Mathematics with Applications
1 publications · 15 citations
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- RePEc: Research Papers in Economics
Repository · 1 publications · 14 citations
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- SSRN Electronic Journal
Repository · 1 publications · 23 citations
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