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:
- 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.
- 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 ...
- 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 ...
- 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.
- 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 ...
- 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.
- 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 ...
- 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.