Evaluation of callable bonds: finite difference methods, stability and accuracy.

A study was conducted to evaluate numerically the semi-American callable bond by means of finite difference methods. A callable bond is a bond that allows the debtor to buy back or to “call” the bond for a specified amount, the call price, plus the accrued interest since the last coupon date at som...

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Detalles Bibliográficos
Publicado en:Economic Journal Vol. 105; pp. 374 - 385
Autor principal: Büttler, Hans-Jürg
Formato: Artículo
Publicado: Wiley-Blackwell March 1995
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      dt: March 1995
      vid: 105
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      pub: Wiley-Blackwell
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        512590037
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        atl: Evaluation of callable bonds: finite difference methods, stability and accuracy.
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        au: Büttler, Hans-Jürg
      su:
        Mathematical models
        Bond prices
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        subj:
          Mathematical models
          Bond prices
      ab: A study was conducted to evaluate numerically the semi-American callable bond by means of finite difference methods. A callable bond is a bond that allows the debtor to buy back or to “call” the bond for a specified amount, the call price, plus the accrued interest since the last coupon date at some time, the call date, during the life of the bond. The findings reveal that the numerical error is greater for the callable bond price than for the straight bond price and too large for real applications. The numerical accuracy of the callable bond price computed for the relevant range of interest rates depends entirely on the finite difference scheme that is selected for the boundary points. In addition, the boundary scheme that yields the smallest numerical error with regard to the straight bond does not perform best with regard to the callable bond.
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    language: English
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