Exchange Currency

bond option

A trading derivative whereby the underlying asset is a bond. The holder of a bond option owns the right to buy or sell the bond prior to the expiration of the option.

Related information about bond option:
  1. Bond option - Wikipedia, the free encyclopedia
    In finance, a bond option is an option to buy or sell a bond at a certain price on or before the option expiry date. [1] These instruments are typically traded OTC.
     
  2. Bond Option Definition | Investopedia
    An option contract in which the underlying asset is a bond. Other than the different characteristics of the underlying assets, there is no significant difference ...
     
  3. An Exact Bond Option Formula
    Mar 5, 1989 ... An Exact Bond Option Formula. Farshid J amshidian. Journal of Finance, Volume 44, Issue 1 (Mar., 1989), 205-209. Your use of the JSTOR ...
     
  4. Bond Option Definition & Example | InvestingAnswers
    We explain the definition of Bond Option, provide a clear example of how it works and explain why it's an important concept in business, finance & investing.
     
  5. Bond Option - Financial Dictionary - The Free Dictionary
    Definition of Bond Option in the Financial Dictionary - by Free online English dictionary and encyclopedia. What is Bond Option? Meaning of Bond Option as a ...
     
  6. The valuation of options on coupon bonds - Personal Home Pages ...
    Furthermore, bond option values can be decreasing functions of interest-rate volatility as well as ... on a coupon bond ~ the most common type of bond option.
     
  7. Risky Coupon Bond Option Pricing: Intensity Approach by Marek ...
    Sep 3, 2012 ... In this paper we revisit Jarrow and Turnbull's seminal paper on risky zero-bond option pricing and present two its extensions. Firstly, we are ...
     
  8. Schema "fpml-bond-option-5-3.xsd" | XML Schema Documentation
    C:\Irina-Local\SVN-FpML\trunk\xml\confirmation\fpml-bond-option-5-3.xsd; see XML source ... bondOption, A component describing a Bond Option product.